The balance between cell death and cell survival is a highly coordinated process by which cells break down and remove unnecessary or harmful materials in a controlled, highly regulated, and compartmentalized manner. Cell exposure to various stresses, such as oxygen starvation, a lack of nutrients, or exposure to radiation, can initiate autophagy. Autophagy is a carefully orchestrated process with multiple steps, each regulated by specific genes and proteins. Autophagy proteins impact cellular maintenance and cell fate in response to stress, and targeting this process is one of the most promising methods of anti-tumor therapy. It is currently not fully understood how autophagy affects different types of tumor cells, which makes it challenging to predict outcomes when this process is manipulated. In this review, we will explore the mechanisms of autophagy and investigate it as a potential and promising therapeutic target for aggressive sarcomas.