Autophagy is a highly conserved catabolic programme for degrading proteins and organelles. This process has been shown to act as a pro-survival or pro-death mechanism in different physiological and pathological conditions. Several stress stimuli can induce autophagy, such as nutrient deprivation or critical steps in development of lower and higher eukaryotes. Apoptosis is an orchestrated form of cell death in which cells are actively involved in their own demise. Again, stress is a positive regulator of apoptosis and, in particular, of its apoptosome-mediated mitochondrial pathway. Besides discussing the individual roles played by the key molecules involved in autophagy in mammals in response to stress signals, we discuss here the interrelations between autophagy and apoptosis under these conditions.