Breast cancer is a heterogeneous disease consisting of different biological subtypes, with differences in terms of incidence, response to diverse treatments, risk of disease progression, and sites of metastases. In the last years, several molecular targets have emerged and new drugs, targeting PI3K/Akt/mTOR and cyclinD/CDK/pRb pathways and tumor microenvironment have been integrated into clinical practice. However, it is clear now that breast cancer is able to develop resistance to these drugs and the identification of the underlying molecular mechanisms is paramount to drive further drug development. Autophagy is a highly conserved homeostatic process that can be activated in response to antineoplastic agents as a cytoprotective mechanism. Inhibition of autophagy could enhance tumor cell death by diverse anti-cancer therapies, representing an attractive approach to control mechanisms of drug resistance. In this manuscript, we present a review of autophagy focusing on its interplay with targeted drugs used for breast cancer treatment.