The mechanisms of adipose tissue activation and inactivation have been a hot topic of research in the last decade, from which countermeasures have been attempted to be found against obesity as well as other lipid metabolism-related diseases, such as type 2 diabetes mellitus and non-alcoholic fatty liver disease. Autophagy has been shown to be closely related to the regulation of adipocyte activity, which is involved in the whole process including white adipocyte differentiation/maturation and brown or beige adipocyte generation/activation. Dysregulation of autophagy in adipose tissue has been demonstrated to be associated with obesity. On this basis, we summarize the pathways and mechanisms of autophagy involved in the regulation of lipid metabolism and present a review of its pathophysiological roles in lipid metabolism-related diseases, in the hope of providing ideas for the treatment of these diseases.