Glioblastoma multiforme is the most common and the most aggressive primary brain tumor. It is characterized by a high degree of hypoxia and also by a remarkable resistance to therapy because of its adaptation capabilities that include autophagy. This degradation process allows the recycling of cellular components, leading to the formation of metabolic precursors and production of adenosine triphosphate. Hypoxia can induce autophagy through the activation of several autophagy-related proteins such as BNIP3, AMPK, REDD1, PML, and the unfolded protein response-related transcription factors ATF4 and CHOP. This review summarizes the most recent data about induction of autophagy under hypoxic condition and the role of autophagy in glioblastoma.