Autophagy is a self-digesting mechanism that cells adopt to respond to stressful stimuli. Morphologically, cells dying by autophagy show multiple cytoplasmic double-membraned vacuoles, and, if prolonged, autophagy can lead to cell death, "autophagic cell death". Thus, autophagy can act both as a temporary protective mechanism during a brief stressful episode and be a mode of cell death in its own right. In this mini-review we focus on recent knowledge concerning the connection between autophagy and programmed cell death, evaluating their possible implications for therapy in pathologies like cancer and neurodegeneration.