Autophagy, a conserved process in which cells break down and destroy old, damaged, or abnormal proteins and other substances in the cytoplasm through lysosomal degradation, occurs via autophagosome formation and aids in the maintenance of intracellular homeostasis. Autophagy is closely associated with hepatitis B virus (HBV) replication and assembly. Currently, HBV infection is still one of the most serious public health issues worldwide. The unavailability of satisfactory therapeutic strategies for chronic HBV infection indicates an urgent need to elucidate the mechanisms underlying the pathogenesis of HBV infection. Increasing evidence has shown that HBV not only possesses the ability to induce incomplete autophagy but also evades autophagic degradation, indicating that HBV utilizes or hijacks the autophagy machinery for its own replication. Therefore, autophagy might be a crucial target pathway for controlling HBV infection. The definite molecular mechanisms underlying the association between cellular autophagy and HBV replication require further clarification. In this review, we have summarized and discussed the latest findings on the interplay between autophagy and HBV replication.