Autophagy is an ancient pathway designed to maintain cellular homeostasis by degrading long-lived proteins and organelles in the cytosol. Recent studies demonstrate that autophagy is utilized by the cells of the innate and adaptive immune systems to combat viral infections. Autophagy plays a key role in recognizing signatures of viral infection, and represents a critical effector mechanism to restrict viral replication. On the other hand, autophagosomes have been exploited by certain viruses as a niche for viral replication. Furthermore, autophagy can be used to deliver endogenous viral antigens to the MHC class II loading compartment, allowing activation of CD4 T cells. In this review, we describe recent advances in the field of autophagy as it relates to innate and adaptive antiviral immune responses.