Autophagy is a process in which cellular components are delivered to lytic vacuoles to be recycled and has been demonstrated to promote abiotic/biotic stress tolerance. Here, we review how the responses triggered by stress conditions can affect autophagy and its signaling pathways. Besides the role of SNF-related kinase 1 (SnRK1) and TOR kinases in the regulation of autophagy, abscisic acid (ABA) and its signaling kinase SnRK2 have emerged as key players in the induction of autophagy under stress conditions. Furthermore, an interplay between reactive oxygen species (ROS) and autophagy is observed, ROS being able to induce autophagy and autophagy able to reduce ROS production. We also highlight the importance of osmotic adjustment for the successful performance of autophagy and discuss the potential role of GABA in plant survival and ethylene (ET)-induced autophagy.