Autophagy is an important biological mechanism for eukaryotic cells to regulate growth, death, and energy metabolism, and plays an important role in removing damaged organelles, misfolded or aggregated proteins, and clearing pathogens. It has been found that autophagy is closely related to cell survival and death, and is of great significance in cancerigenesis and development, playing a bidirectional role in cancer inhibition and cancer promotion. Therefore, treating cancers by regulating autophagy has attracted much attention. A large amount of research evidence indicates that polymeric nanomaterials are able to regulate cellular autophagy, and their good biocompatibility, degradability, and functionalizable modification open up a broad application prospect for improving the therapeutic effect of cancers. This review provides an overview of the research progress of polymeric nanomaterials for modulating autophagy in the treatment of cancers.