Autophagy is a conserved bulk degradation and recycling process that plays important roles in multiple biological functions, including inflammatory responses. As an important component of the innate immune system, macrophages are involved in defending cells from invading pathogens, clearing cellular debris, and regulating inflammatory responses. During the past two decades, accumulated evidence has revealed the intrinsic connection between autophagy and macrophage function. This review focuses on the role of autophagy, both as nonselective and selective forms, in the regulation of the inflammatory and phagocytotic functions of macrophages. Specifically, the roles of autophagy in pattern recognition, cytokine release, inflammasome activation, macrophage polarization, LC3-associated phagocytosis, and xenophagy are comprehensively reviewed. The roles of autophagy receptors in the macrophage function regulation are also summarized. Finally, the obstacles and remaining questions regarding the molecular regulation mechanisms, disease association, and therapeutic applications are discussed.