Aging of the population contributes to the increasing prevalence of heart failure. Autophagy is an evolutionarily conserved process aiming to degrade both long-lived proteins and damaged or excessive cyto-organelles via the lysosomal-mediated pathway. Although autophagy is involved in the normal homeostasis of cardiovascular cells, upregulation of autophagy and its abnormal modulation by inflammation may lead to cardiovascular functional decline and heart failure. Despite major improvements in the prevention, diagnosis, and treatment of cardiovascular diseases, heart failure remains one of the major diagnostic and therapeutic challenges. Here, we review the cardiovascular autophagy and its interplay with inflammation which may lead to heart failure exploring some potential treatment options.