Autophagy is quintessential for the maintenance of cellular homeostasis in all eukaryotic cells, explaining why both normal and malignant cells benefit from proficient autophagic responses. Moreover, autophagy is intimately involved in the immunological control of malignant transformation, tumor progression and response to therapy. However, the net effect of autophagy activation or inhibition on the natural growth or therapeutic response of tumors evolving in immunocompetent hosts exhibits a considerable degree of context dependency. Here, we discuss the complex cross-talk between autophagy and immuno-oncology as delineated by genetic and pharmacological approaches in mouse models of cancer.