Autophagy is a process of engulfing cytoplasmic proteins or organelles, thereby fulfilling cells’ metabolic needs and the renewal of specific organelles. Given its key roles in tumor progression, autophagy has attracted tremendous attention in cancer therapies. Notably, there is a megatrend to integrating autophagy regulation into mainstream treatments. This review focuses on autophagy-targeting nanomedicine (ApT-NM) to modulate autophagy in tumor therapy, including the unmodified and functionalized nanoparticles that target tumors by carrying autophagy modulators. On the one hand, it can reverse treatment resistance by inhibiting protective autophagy, and on the other hand, it can promote the death of cancer cells through type II apoptosis by inducing autophagy. Moreover, advanced nanoplatforms combining various treatments (such as chemotherapy, radiotherapy, photothermal therapy, and photodynamic therapy, etc.) have also been summarized. Last, the future perspectives and directions for ApT-NM research are provided, hoping to emphasize this rising filed and promote the development of ApT-NM.