Autophagy is a lysosomal-dependent degradative process essential for maintaining cellular homeostasis, and is a key player in innate and adaptive immune responses to intracellular pathogens such as human immunodeficiency virus type 1 (HIV-1). In HIV-1 target cells, autophagy mechanisms can (i) selectively direct viral proteins and viruses for degradation; (ii) participate in the processing and presentation of viral-derived antigens through major histocompatibility complexes; and (iii) contribute to interferon production in response to HIV-1 infection. As a consequence, HIV-1 has evolved different strategies to finely regulate the autophagy pathway to favor its replication and dissemination. HIV-1 notably encodes accessory genes encoding Tat, Nef and Vpu proteins, which are able to perturb and hijack canonical and non-canonical autophagy mechanisms. This review outlines the current knowledge on the complex interplay between autophagy and HIV-1 replication cycle, providing an overview of the autophagy-mediated molecular processes deployed both by infected cells to combat the virus and by HIV-1 to evade antiviral response.