Autophagy enables the removal of detrimental or damaged cellular components while recycling and supplying energy during times of stress. Human skeletal muscle represents ~40% of body mass and is a major tissue that is highly metabolically active and rapidly undergoes stress during exercise. Here we summarize the current understanding of autophagy in skeletal muscle under basal conditions (the unstressed state), in response to exercise (energetic stress), and under pathological conditions (myopathies). We highlight the growing evidence that supports a critical role for autophagy in maintaining cellular homeostasis and shows that aberrant autophagy can have detrimental effects on skeletal muscle function. We examine the current understanding of the molecular signaling mechanisms responsible for autophagy induction, including the longer-term adaptive response. Finally, we give our perspectives on avenues for future research and how this could be beneficial in a therapeutic context.