Thyroid cancer is the most common cancer of the endocrine system and is responsible for the majority of deaths from endocrine malignancies. Although a large proportion of thyroid cancers belong to well differentiated histologic subtypes, which in general show a good prognosis after surgery and radioiodine ablation, the treatment of radio-resistant papillary-type, of undifferentiated anaplastic, and of medullary-type thyroid cancers remains unsatisfactory. Autophagy is a vesicular process for the lysosomal degradation of protein aggregates and of damaged or redundant organelles. Autophagy plays an important role in cell homeostasis, and there is evidence that this process is dysregulated in cancer cells. Recent in vitro preclinical studies have indicated that autophagy is involved in the cytotoxic response to chemotherapeutics in thyroid cancer cells. Indeed, several oncogenes and oncosuppressor genes implicated in thyroid carcinogenesis also play a role in the regulation of autophagy. In addition, some epigenetic modulators involved in thyroid carcinogenesis also influence autophagy. In this review, we highlight the genetic and epigenetic factors that mechanistically link thyroid carcinogenesis and autophagy, thus substantiating the rationale for an autophagy-targeted therapy of aggressive and radio-chemo-resistant thyroid cancers.