The cGAS–STING pathway is a key component of the innate immune system and exerts crucial roles in the detection of cytosolic DNA and invading pathogens. Accumulating evidence suggests that the intrinsic cGAS–STING pathway not only facilitates the production of type I interferons (IFN-I) and inflammatory responses but also triggers autophagy. Autophagy is a homeostatic process that exerts multiple effects on innate immunity. However, systematic evidence linking the cGAS–STING pathway and autophagy is still lacking. Therefore, one goal of this review is to summarize the known mechanisms of autophagy induced by the cGAS–STING pathway and their consequences. The cGAS–STING pathway can trigger canonical autophagy through liquid-phase separation of the cGAS–DNA complex, interaction of cGAS and Beclin-1, and STING-triggered ER stress–mTOR signaling. Furthermore, both cGAS and STING can induce non-canonical autophagy via LC3-interacting regions and binding with LC3. Subsequently, autophagy induced by the cGAS–STING pathway plays crucial roles in balancing innate immune responses, maintaining intracellular environmental homeostasis, alleviating liver injury, and limiting tumor growth and transformation.