Programmed cell death or type I apoptosis has been extensively studied and its contribution to the pathogenesis of disease is well established. However, autophagy functions together with apoptosis to determine the overall fate of the cell. The cross talk between this active self-destruction process and apoptosis is quite complex and contradictory as well, but it is unquestionably decisive for cell survival or cell death. Autophagy can promote tumor suppression but also tumor growth by inducing cancer-cell development and proliferation. In this review, we will discuss how autophagy reprograms tumor cells in the context of tumor hypoxic stress. We will illustrate how autophagy acts as both a suppressor and a driver of tumorigenesis through tuning survival in a context dependent manner. We also shed light on the relationship between autophagy and immune response in this complex regulation. A better understanding of the autophagy mechanisms and pathways will undoubtedly ameliorate the design of therapeutics aimed at targeting autophagy for future cancer immunotherapies.