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Pathogenic protists are a group of organisms responsible for causing a variety of human diseases including malaria, sleeping sickness, Chagas disease, leishmaniasis, and toxoplasmosis, among others. These diseases, which affect more than one billion people globally, mainly the poorest populations, are characterized by severe chronic stages and the lack of effective antiparasitic treatment. Parasitic protists display complex life-cycles and go through different cellular transformations in order to adapt to the different hosts they live in. Autophagy, a highly conserved cellular degradation process, has emerged as a key mechanism required for these differentiation processes, as well as other functions that are crucial to parasite fitness. In contrast to yeasts and mammals, protist autophagy is characterized by a modest number of conserved autophagy-related proteins (ATGs) that, even though, can drive the autophagosome formation and degradation. In addition, during their intracellular cycle, the interaction of these pathogens with the host autophagy system plays a crucial role resulting in a beneficial or harmful effect that is important for the outcome of the infection. In this review, we summarize the current state of knowledge on autophagy and other related mechanisms in pathogenic protists and their hosts. We sought to emphasize when, how, and why this process takes place, and the effects it may have on the parasitic cycle. A better understanding of the significance of autophagy for the protist life-cycle will potentially be helpful to design novel anti-parasitic strategies. Abbreviations: AAs: amino acids; ATGs: autophagy-related proteins; ADCD; autophagy-dependent cell death; AMPK: 5’ adenosine monophosphate-activated protein kinase; CD40: Cluster of differentiation 40; gHBSS: Hanks’ Balanced Salt Solution; GO: gene ontology; IFN-γ: IFN-gamma; LC3: mammalian microtubule-associated protein light chain 3; LAP; LC3-associated phagocytosis; LECA: last eukaryotic common ancestor; 3-MA: 3-methyladenine; MTOR; Mechanistic target of rapamycin kinase; MDC: monodansylcadaverine; NDP52: nuclear dot protein 52; PAAR: Plasmodium-Associated Autophagy-Related response; PE: phosphatidylethanolamine: PCD: programmed cell death; PND: programmed nuclear death; PtdIns3K: class III phosphatidylinositol 3-kinase; PtdIns3P: phosphatidylinositol 3-phosphate; PV: parasitophorous vacuole; PVM: parasitophorous vacuole membrane; SNARE: soluble N-ethylmaleimide-sensitive-factor attachment receptor; SQSTM1/p62: sequestosome-1; TEM: transmission electron microscopy; TNF-α: tumor necrosis factor-alpha; TVN: tubovesicular network; Ub: ubiquitin; UPS: ubiquitin-proteasome system; Vps: vacuolar protein sorting.