The rapid development of nanotechnologies is raising safety concerns because of the potential effects of engineered nanomaterials on human health, particularly at the respiratory level. Since the last decades, many in vivo studies have been interested in the pulmonary effects of different classes of nanomaterials. It has been shown that some of them can induce toxic effects, essentially depending on their physico-chemical characteristics, but other studies did not identify such effects. Inflammation and oxidative stress are currently the two main mechanisms described to explain the observed toxicity. However, the exact underlying mechanism(s) still remain(s) unknown and autophagy could represent an interesting candidate. Autophagy is a physiological process in which cytoplasmic components are digested via a lysosomal pathway. It has been shown that autophagy is involved in the pathogenesis and the progression of human diseases, and is able to modulate the oxidative stress and pro-inflammatory responses. A growing amount of literature suggests that a link between nanomaterial toxicity and autophagy impairment could exist. In this review, we will first summarize what is known about the respiratory effects of nanomaterials and we will then discuss the possible involvement of autophagy in this toxicity. This review should help understand why autophagy impairment could be taken as a promising candidate to fully understand nanomaterials toxicity.