Autophagy is a cellular catabolic process responsible for the destruction of long-lived proteins and organelles via lysosome-dependent pathway. This process is of great importance in maintaining cellular homeostasis, and deregulated autophagy has been implicated in the pathogenesis of a wide range of diseases. A growing body of evidence suggests that autophagy can be activated in vascular disorders such as atherosclerosis. Autophagy occurs under basal conditions and mediates homeostatic functions in cells but in the setting of pathological states up-regulated autophagy can exert both protective and detrimental functions. Therefore, the precise role of autophagy and its relationship with the progression of the disease need to be clarified. This review highlights recent findings regarding autophagy activity in vascular cells and its potential contribution to vascular disorders with a focus on atherogenesis. Finally, whether the manipulation of autophagy represents a new therapeutic approach to treat or prevent vascular diseases is also discussed.