Plant innate immunity is often associated with specialized programmed cell death at or near the site of pathogen infection. Despite the isolation of several lesion mimic mutants, the molecular mechanisms that regulate cell death during an immune response remain obscure. Recently, autophagy, an evolutionarily conserved process of bulk protein and organelle turnover, was shown to play an important role in limiting cell death initiated during plant innate immune responses. Consistent with its role in plants, several studies in animals also demonstrate that the autophagic machinery is involved in innate as well as adaptive immunities. Here, we review the role of autophagy in plant innate immunity. Because autophagy is observed in healthy and dying plant cells, we will also examine whether autophagy plays a protective or a destructive role during an immune response.