Systemic lupus erythematosus (SLE) is a multifactorial autoimmune disease characterized by the generation of immune responses to self-antigens. Lupus nephritis is one of the most common and severe complications in SLE patients. Though the pathogenesis of lupus nephritis has been studied extensively, unresolved questions are still left and new therapeutic methods are needed for disease control. Autophagy is a conserved catabolic process through which cytoplasmic constituents can be degraded in lysosome and reused. Autophagy plays vital roles in maintaining cell homeostasis and is involved in the pathogenesis of many diseases. In particular, autophagy can affect almost all parts of the immune system and is involved in autoimmune diseases. Based on genetic analysis, cell biology, and mechanism studies of the classic and innovative therapeutic drugs, there are growing lines of evidence suggesting the relationship between autophagy and lupus nephritis. In the present review, we summarize the recent publications investigating the relationship between autophagy and lupus nephritis and provide a new perspective towards the pathogenesis of lupus nephritis.