Cardiovascular and cerebrovascular diseases caused by atherosclerosis are the leading cause of morbidity and mortality worldwide, which has a great harm to human health. Macrophages under the vascular intima would uptake more cholesterol and efflux less in the state of dyslipidemia, oxidation and inflammation, leading to the accumulation of a large number of lipid droplets (LDs) and formation of foam cells, as a key step in the development of atherosclerotic plaques. Autophagy serves as a conserved degradation process to contribute to cellular metabolism homeostasis. With autophagy deficiency or abnormality, the ability of cell self-clearing decreases, leading to metabolic stress, oxidation, inflammation and cell death, which has a close relationship with atherosclerosis. This review focuses on the role of macrophage autophagy in cholesterol metabolism, inflammation, oxidative stress and apoptosis.