Coronary microvascular dysfunction (CMD) refers to a subset of structural and/or functional disorders of coronary microcirculation that lead to impaired coronary blood flow and eventually myocardial ischemia. Amid the growing knowledge of the pathophysiological mechanisms and the development of advanced tools for assessment, CMD has emerged as a prevalent cause of a broad spectrum of cardiovascular diseases (CVDs), including obstructive and nonobstructive coronary artery disease, diabetic cardiomyopathy, and heart failure with preserved ejection fraction. Of note, the endothelium exerts vital functions in regulating coronary microvascular and cardiac function. Importantly, insufficient or uncontrolled activation of endothelial autophagy facilitates the pathogenesis of CMD in diverse CVDs. Here, we review the progress in understanding the pathophysiological mechanisms of autophagy in coronary endothelial cells and discuss their potential role in CMD and CVDs.