Autophagy plays many physiological and pathophysiological roles. However, the roles and the regulatory mechanisms of autophagy in response to viral infections are poorly defined in teleost fish, such as grass carp (Ctenopharyngodon idella), which is one of the most important aquaculture species in China. In this study, we found that both grass carp reovirus (GCRV) infection and hydrogen peroxide (H2O2) treatment induced the accumulation of reactive oxygen species (ROS) in C. idella kidney cells and stimulate autophagy. Suppressing ROS accumulation with N-acetyl-l-cysteine significantly inhibited GCRV-induced autophagy activation and enhanced GCRV replication. Although ROS-induced autophagy, in turn, restricted GCRV replication, further investigation revealed that the multifunctional cellular protein high-mobility group box 1b (HMGB1b) serves as a heat shock protein 70 (HSP70)-dependent, pro-autophagic protein in grass carp. Upon H2O2 treatment, cytoplasmic HSP70 translocated to the nucleus, where it interacted with HMGB1b and promoted cytoplasmic translocation of HMGB1b. Overexpression and siRNA-mediated knockdown assays indicated that HSP70 and HMGB1b synergistically enhance ROS-induced autophagic activation in the cytoplasm. Moreover, HSP70 reinforced an association of HMGB1b with the C. idella ortholog of Beclin 1 (a mammalian ortholog of the autophagy-associated yeast protein ATG6) by directly interacting with C. idella Beclin 1. In description, this study highlights the antiviral function of ROS-induced autophagy in response to GCRV infection and reveals the positive role of HSP70 in HMGB1b-mediated autophagy initiation in teleost fish.