Autophagy which is a process that damaged organelles and cellular proteins are degraded by lysosomes plays a critical role in cellular homeostasis. Previous studies have demonstrated that autophagy influenced the vascular function, even involved in the pathophysiology of vascular diseases. In this review we focus on the effect of autophagy on the vascular function and vascular diseases such as atherosclerosis, abdominal aortic aneurysm, pulmonary hypertension and diabetes mellitus. Moreover, we try to provide a new way of vascular diseases treatment from the point of autophagy.