In recent decades, the incidence of thyroid cancer keeps growing at a shocking rate, which has aroused increasing concerns worldwide. Autophagy is a fundamental and ubiquitous biological event conserved in mammals including humans. Basically, autophagy is a catabolic process that cellular components including small molecules and damaged organelles are degraded for recycle to meet the energy needs, especially under the extreme conditions. The dysregulated autophagy has indicated to be involved in thyroid cancer progression. The enhancement of autophagy can lead to autophagic cell death during the degradation while the produced energies can be utilized by the rest of the cancerous tissue, thus this influence could be bidirectional, which plays either a tumor-suppressive or oncogenic role. Accordingly, autophagy can be suppressed by therapeutic agents and is thus regarded as a drug target for thyroid cancer treatments. In the present review, a brief description of autophagy and roles of autophagy in tumor context are given. We have addressed summary of the mechanisms and functions of autophagy in thyroid cancer. Some potential autophagy-targeted treatments are also summarized. The aim of the review is linking autophagy to thyroid cancer, so as to develop novel approaches to better control cancer progression.