Macro-autophagy (autophagy) is a highly conserved eukaryotic intracellular process of self-digestion caused by lysosomes on demand, which is upregulated as a survival strategy upon exposure to various stressors, such as metabolic insults, cytotoxic drugs, and alcohol abuse. Paradoxically, autophagy dysfunction also contributes to cancer and aging. It is well known that regulating autophagy by targeting specific regulatory molecules in its machinery can modulate multiple disease processes. Therefore, autophagy represents a significant pharmacological target for drug development and therapeutic interventions in various diseases, including cancers. According to the framework of autophagy, the suppression or induction of autophagy can exert therapeutic properties through the promotion of cell death or cell survival, which are the two main events targeted by cancer therapies. Remarkably, natural products have attracted attention in the anticancer drug discovery field, because they are biologically friendly and have potential therapeutic effects. In this review, we summarize the up-to-date knowledge regarding natural products that can modulate autophagy in various cancers. These findings will provide a new position to exploit more natural compounds as potential novel anticancer drugs and will lead to a better understanding of molecular pathways by targeting the various autophagy stages of upcoming cancer therapeutics.