The approach to the study of autophagy has been undergoing considerable change lately: from investigations of the protein components of autophagic machinery to its regulation at different molecular levels. Autophagy is being examinated not only as a separated degradative process per se in cells but as an executor mechanism of certain signaling pathways that converge on it, being activated under specific conditions. Additionally, autophagy is beginning to be observed as a key integral part of cellular reprogramming, the transition from one phenotypic state to another associated with rapid degradation of the previous proteostasis. Macrophages and microglia demonstrate a diversity of phenotypes reflecting their effective capability to phenotypic plasticity. Therefore, understanding the role of autophagy in macrophage and microglia functions needs to be addressed. In this review, we focus on autophagy as a fundamental intracellular process underlying macrophages and microglia polarization.