Cell autophagy is one of the important material flow processes in the cell.Some of the damaged proteins and organelles were embedding by the double membrane structure of autophagy vesicles package, then, to the lysosome degradation and recycling. Autophagy has a positive role in the maintenance of cell homeostasis. However, autophagy deregulation caused by several stress factors,such as hypoxia, which is prevalent in many cancers. It is well established autophagy can act as a tumor suppressor or tumor promoter depending on the tumor type, stage, and genetic context. Among them, the malignant tumor is one of the earliest diseases found to be associated with autophagy. Autophagy has different effects in different stages of the occurrence and development of cancer. Therefore, the duality of autophagy in tumors is the central area of study about tumors.Emerging evidence points to the prominent role of autophagy in disabling the antitumor immune response by multiple overlapping mechanisms leading to tumor escape from immune cell attack mediated by both natural killer cells and cytotoxic T-lymphocytes. Such a role has inspired significant interest in applying anti-autophagy therapies as an entirely new approach to overcome tumor escape from immune surveillance, which so far constitutes a major challenge in developing more effective cancer immunotherapies. Here, we discuss recent developments in the role of autophagy in tumor microenvironment how autophagy can lead to an anti-tumor immune response.