Cancer is a major global public health problem with high morbidity. Depression is known to be a high-frequency complication of cancer diseases that decreases patients’ life quality and increases the mortality rate. Therefore, antidepressants are often used as a complementary treatment during cancer therapy. During recent decades, various studies have shown that the combination of antidepressants and anticancer drugs increases treatment efficiency. In recent years, further emerging evidence has suggested that the modulation of autophagy serves as one of the primary anticancer mechanisms for antidepressants to suppress tumor growth. In this review, we introduce the anticancer potential of antidepressants, including tricyclic antidepressants (TCAs), tetracyclic antidepressants (TeCAs), selective serotonin reuptake inhibitors (SSRIs), and serotonin-norepinephrine reuptake inhibitors (SNRIs). In particular, we focus on their autophagy-modulating mechanisms for regulating autophagosome formation and lysosomal degradation. We also discuss the prospect of repurposing antidepressants as anticancer agents. It is promising to repurpose antidepressants for cancer therapy in the future.