Autophagy is a self-eating cellular catabolic pathway, through which long-lived proteins, damaged organelles and misfolded proteins are degraded and recycled for the maintenance of cellular homeostasis and normal cellular functions. Autophagy plays an important homeostatic role in the regulation of cell survival. Accumulating evidence shows that autophagy is activated in various cell types in the brain such as neurons, glia cells, and brain microvascular cells upon ischemic stroke. However, the exact role and molecular mechanisms of autophagy process that is implicated in ischemic stroke have yet to be elucidated. This review aims to provide a comprehensive view of the regulation of autophagy in neurons, glia cells, and brain microvascular cells in response to ischemia stress. We also review the recent advance on the understanding of the involvement of autophagy in the pathological process during cerebral ischemic preconditioning, perconditioning and postconditioning. We propose a crosstalk between autophagy, necroptosis, and apoptosis that contribute to ischemic stroke. In addition, we discuss the interactions between autophagy and oxidative stress, mitochondrial dysfunction and endoplasmic reticulum stress.