Environmental and occupational exposure to cadmium has been shown to induce kidney damage, liver injury, neurodegenerative disease, and osteoporosis. However, the mechanism by which cadmium induces autophagy in these diseases remains unclear. Studies have shown that cadmium is an effective inducer of oxidative stress, DNA damage, ER stress, and autophagy, which are thought to be adaptive stress responses that allow cells exposed to cadmium to survive in an adverse environment. However, excessive stress will cause tissue damage by inducing apoptosis, pyroptosis, and ferroptosis. Evidently, oxidative stress-induced autophagy plays different roles in low- or high-dose cadmium exposure-induced cell damage, either causing apoptosis, pyroptosis, and ferroptosis or inducing cell survival. Meanwhile, different cell types have different sensitivities to cadmium, which ultimately determines the fate of the cell. In this review, we provided a detailed survey of the current literature on autophagy in cadmium-induced tissue damage. A better understanding of the complex regulation of cell death by autophagy might contribute to the development of novel preventive and therapeutic strategies to treat acute and chronic cadmium toxicity.