Eukaryotes have evolved multiple mechanisms for inactivating macromolecules in order to maintain their functionality. Autophagy — the process of self-eating — leads to the degradation of cytoplasmic components for the dynamic remodeling of subcellular compartments, turnover and recycling of macromolecules, and regulation of cellular activity through the control of specific intracellular signaling pathways. This fundamental process is also implicated in systemic response to starvation and immune challenges, as well as anti-tumorigenesis and anti-senescence. Recent studies have also highlighted an important role for autophagy in embryonic development. In this review, we discuss the emerging evidence for the varied functions of autophagy at different stages of development, with an emphasis on the early events of embryogenesis.