Autophagy is a highly conserved catabolic mechanism that mediates the degradation of damaged cellular components by inducing their fusion with lysosomes. This process provides cells with an alternative source of energy for the synthesis of new proteins and the maintenance of metabolic homeostasis in stressful environments. Numerous studies have demonstrated beneficial roles for the induction as well as the suppression of autophagy in cancer cells. Autophagy may induce either survival or death depending on the cell/tissue type. Radiation therapy is widely used therapeutic option to treat cancer, and it induces autophagy in human cancer cell line. Also, melatonin seems to affect cancer cell death via regulation of programmed cell death. In this review, we summarize the current understanding of autophagy and its regulation in cancer.