Eukaryotic cells use autophagy and the ubiquitin-proteasome system as their major protein degradation pathways. Whereas the ubiquitin-proteasome system is involved in the rapid degradation of proteins, autophagy pathways can selectively remove protein aggregates and damaged or excess organelles. Proteasome-mediated degradation requires previous ubiquitylation of the cargo, which is then recognized by ubiquitin receptors directing it to 26S proteasomes. Although autophagy has long been viewed as a random cytoplasmic degradation system, the involvement of ubiquitin as a specificity factor for selective autophagy is rapidly emerging. Recent evidence also suggests active crosstalk between proteasome-mediated degradation and selective autophagy. Here, we discuss the molecular mechanisms that link autophagy and the proteasome system, as well as the emerging roles of ubiquitin and ubiquitin-binding proteins in selective autophagy. On the basis of the evolutionary history of autophagic ubiquitin receptors, we propose a common origin for metazoan ubiquitin-dependent autophagy and the cytoplasm-to-vacuole targeting pathway of yeast.