Autophagy, a cellular waste disposal process, has well-established tumor-suppressive properties. New studies indicate that, in addition to its cell-autonomous anti-tumorigenic functions, autophagy inhibits cancer development by orchestrating inflammation and immunity. While attenuating tumor-promoting inflammation, autophagy enhances the processing and presentation of tumor antigens and thereby stimulates anti-tumor immunity. Although cancer cells can escape immunosurveillance by tuning down autophagy, certain chemotherapeutic agents with immunogenic properties may enhance anti-tumor immunity by inducing autophagic cell death. Understanding the intricate and complex relationships within this troika and how they are affected by autophagy enhancing drugs should improve the efficacy of cancer immunotherapy. Understanding the complex relationships between autophagy, inflammation, and immunity, as well as the multiple ways they are affected by autophagy-enhancing drugs, may help to improve the efficacy of cancer immunotherapy.