The complement system is a well‐characterized cascade of extracellular serum proteins that is activated by pathogens and unwanted waste material. Products of activated complement signal to the host cells via cell surface receptors, eliciting responses such as removal of the stimulus by phagocytosis. The complement system therefore functions as a warning system, resulting in removal of unwanted material. This review describes how extracellular activation of the complement system can also trigger autophagic responses within cells, up‐regulating protective homeostatic autophagy in response to perceived stress, but also initiating targeted anti‐microbial autophagy in order to kill intracellular cytoinvasive pathogens. In particular, we will focus on recent discoveries that indicate that complement may also have roles in detection and autophagy‐mediated disposal of unwanted materials within the intracellular environment. We therefore summarize the current evidence for complement involvement in autophagy, both by transducing signals across the cell membrane, as well as roles within the cellular environment. Linked Articles This article is part of a themed issue on Canonical and non‐canonical functions of the complement system in health and disease. To view the other articles in this section visit http://onlinelibrary.wiley.com/doi/10.1111/bph.v178.14/issuetoc