Autophagy is the main degradation and recycling pathway of abnormal aggregates and damaged organelles in cells, which maintain the normal metabolic balance and material renewal of cells. Autophagy has neuroprotective effects and can affect the functional state of the nervous system by regulating the homeostasis, development, apoptosis and other physiological processes of neurons and glial cells. In recent years, a large number of studies have shown that nervous system diseases are closely related to abnormal autophagy, and inhibition or overactivation of autophagy affects the occurrence and development of depression, neurodegenerative diseases and schizophrenia. Understanding the mechanism of autophagy in nervous system diseases is of great significance for the prevention and treatment of related diseases. This review mainly reviews the current research progress of autophagy and the above diseases of nervous system, in order to provide reference for further research of these diseases.