Although various types of drugs and therapies are available to treat atherosclerosis, it remains a major cause of mortality throughout the world. Macrophages are the major source of foam cells, which are hallmarks of atherosclerotic lesions. Consequently, the roles of macrophages in the pathophysiology of atherosclerosis are increasingly investigated. Autophagy is a self-protecting cellular catabolic pathway. Since its discovery, autophagy has been found to be associated with a variety of diseases, including cardiovascular diseases, malignant tumors, neurodegenerative diseases, and immune system disorders. Accumulating evidence demonstrates that autophagy plays an important role in inhibiting inflammation and apoptosis, and in promoting efferocytosis and cholesterol efflux. These facts suggest the induction of autophagy may be exploited as a potential strategy for the treatment of atherosclerosis. In this review we mainly discuss the relationship between macrophage autophagy and atherosclerosis and the molecular mechanisms, as well as the recent advances in targeting the process of autophagy to treat atherosclerosis.