The role of autophagy in cancer is complex and is likely dependent on tumor type, stage, and genetic context. This complexity is illustrated by the identification of settings where autophagy acts potently to either promote or inhibit tumorigenesis. It is now well established that autophagy serves as a barrier to limit tumor initiation; however, once tumors are well established, autophagy plays a positive role in malignant progression and in subsequent tumor maintenance. Autophagy is also induced in response to cancer therapies where it can function as a survival mechanism and limit drug efficacy. Such findings have inspired significant interest in applying anti-autophagy therapies as an entirely new approach to cancer treatment. While much remains to be learned about the regulation and context-dependent biological role of autophagy, it is now widely established that modulation of this process will be an attractive avenue for future anticancer therapeutic approaches. In this chapter, we will summarize recent data describing how autophagy activation under hypoxic stress impairs the antitumor immune response and compromises cancer immunotherapeutic approaches. In addition, we will discuss how tumor manages to hide from the immune attack, and either mounts a “counterattack” or develops resistance to immune cells. In particular, we will focus on the effect of hypoxia-induced autophagy in allowing tumor cells to outmaneuver an effective immune response and escape from immune surveillance. It is our belief that autophagy may represent a conceptual realm for new immunotherapeutic strategies aiming to block immune escape and therefore providing rational approach to future tumor immunotherapy design.