Autophagy is the main degradation and recycling pathway for abnormal aggregates and damaged organelles in cells, and it maintains the normal metabolic balance and material renewal in cells. Autophagy has neuroprotective effects and can affect the functional state of the nervous system by regulating 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 mechanisms of autophagy in nervous system diseases is of great significance for their prevention and treatment. This paper mainly reviews the current progress of autophagy research and the above diseases of the nervous system, providing a reference for further research into these diseases.