Autophagy is an important intracellular process involving the degradation of cytoplasmic components. It is involved in both physiological and pathological conditions, including cancer. The role of autophagy in cancer is described as a ‘double-edged sword,’ a term that reflects its known participation in tumor suppression, tumor survival and tumor cell proliferation. Available research regarding autophagy in endocrine cancer supports this concept. Autophagy shows promise as a novel therapeutic target in different types of endocrine cancer, inhibiting or increasing treatment efficacy in a context- and cell-type-dependent manner. At present, however, there is very little research concerning autophagy in endocrine tumors. No research was reported connecting autophagy to some of the tumors of the endocrine glands such as the pancreas and ovary. This review aims to elucidate the roles of autophagy in different types of endocrine cancer and highlight the need for increased research in the field.