Autophagy is a complicated self-eating response of cells to external or internal stimuli. This process involves cellular degradation through the lysosomes of dysfunctional or unnecessary cellular components or organelles to maintain basic energy levels. This nonapoptotic programmed cell death, similar to other main phenomena of cell biology such as apoptosis and differentiation, has been implicated in the pathogenesis of a series of disorders, such as neurodegenerative diseases, cardiovascular diseases, and especially in cancer. Increasing evidence has suggested that the autophagy pathways may provide potential targets for cancer intervention, although their precise roles in cancer initiation and progression remain controversial. Natural products are very important sources of chemotherapeutics agents. Regulation of autophagy could be an important mechanism contributing to the beneficial effect of quite a few natural products. Herein, we briefly introduce the characteristics and roles of autophagy in cancer and systematically summarize the natural autophagy regulators, with emphasis on apigenin, berberine, beta-elemene, capsaicin, curcumin, genistein, kaempferol, oridonin, paclitaxel, quercetin, resveratrol, silybin, triptolide, and ursolic acid, with the aim to provide information for novel avenues on cancer therapies based on autophagy.