A symbiotic relationship has set up between the gut microbiota and its host in the course of evolution, forming an interkingdom consortium. The gut offers a favorable ecological niche for microbial communities, with the whole body and external factors (e.g., diet or medications) contributing to modulating this microenvironment. Reciprocally, the gut microbiota is important for maintaining health by acting not only on the gut mucosa but also on other organs. However, failure in one or another of these two partners can lead to the breakdown in their symbiotic equilibrium and contribute to disease onset and/or progression. Several microbial and host processes are devoted to facing up the stress that could alter the symbiosis, ensuring the resilience of the ecosystem. Among these processes, autophagy is a host catabolic process integrating a wide range of stress in order to maintain cell survival and homeostasis. This cytoprotective mechanism, which is ubiquitous and operates at basal level in all tissues, can be rapidly down- or up-regulated at the transcriptional, post-transcriptional, or post-translational levels, to respond to various stress conditions. Because of its sensitivity to all, metabolic-, immune-, and microbial-derived stimuli, autophagy is at the crossroad of the dialogue between changes occurring in the gut microbiota and the host responses. In this review, we first delineate the modulation of host autophagy by the gut microbiota locally in the gut and in peripheral organs. Then, we describe the autophagy-related mechanisms affecting the gut microbiota. We conclude this review with the current challenges and an outlook toward the future interventions aiming at modulating host autophagy by targeting the gut microbiota.