Ethanol consumption triggers oxidative stress by generating reactive oxygen species (ROS) through its metabolites. This process leads to steatosis and liver inflammation, which are critical for the development of alcoholic liver disease (ALD). Autophagy is a regulated dynamic process that sequesters damaged and excess cytoplasmic organelles for lysosomal degradation and may counteract the harmful effects of ROS-induced oxidative stress. These effects include hepatotoxicity, mitochondrial damage, steatosis, endoplasmic reticulum stress, inflammation, and iron overload. In liver diseases, particularly ALD, macroautophagy has been implicated as a protective mechanism in hepatocytes, although it does not appear to play the same role in stellate cells. Beyond the liver, autophagy may also mitigate the harmful effects of alcohol on other organs, thereby providing an additional layer of protection against ALD. This protective potential is further supported by studies showing that drugs that interact with autophagy, such as rapamycin, can prevent ALD development in animal models. This systematic review presents a comprehensive analysis of the literature, focusing on the role of autophagy in oxidative stress regulation, its involvement in organ–organ crosstalk relevant to ALD, and the potential of autophagy-targeting therapeutic strategies.