HIV/M.tb coinfection has become a major public health threat in developing countries. Autophagy is a process of lysosomal catabolism that maintains the homeostasis of the cell under normal conditions but also involves the clearance of intracellular pathogens such as HIV-1 and M.tb. It also enhances the host’s immune defense mechanisms against infectious diseases. This review summarizes the regulation of autophagy on immune defense in the context of HIV-1 and M.tb infection alone and coinfection, overviews the comprehensive understanding of the pathogen-autophagy interaction and highlights the future development concerning the new prophylaxis vaccines improvement and the great potential of therapeutic interventions based on the principle of autophagy.