The neurological diseases primarily include acute injuries, chronic neurodegeneration, and others (e.g., infectious diseases of the central nervous system). Autophagy is a housekeeping process responsible for the bulk degradation of misfolded protein aggregates and damaged organelles through the lysosomal machinery. Recent studies have suggested that autophagy, particularly selective autophagy, such as mitophagy, pexophagy, ER-phagy, ribophagy, lipophagy, etc., is closely implicated in neurological diseases. These forms of selective autophagy are controlled by a group of important proteins, including PTEN-induced kinase 1 (PINK1), Parkin, p62, optineurin (OPTN), neighbor of BRCA1 gene 1 (NBR1), and nuclear fragile X mental retardation-interacting protein 1 (NUFIP1). This review highlights the characteristics and underlying mechanisms of different types of selective autophagy, and their implications in various forms of neurological diseases.