Accumulation of reactive oxygen species (ROS) is an oxidative stress to which cells respond by activating various defense mechanisms or, finally, by dying. At low levels, however, ROS act as signaling molecules in various intracellular processes. Autophagy, a process by which eukaryotic cells degrade and recycle macromolecules and organelles, has an important role in the cellular response to oxidative stress. Here, we review recent reports suggesting a regulatory role for ROS of mitochondrial origin as signaling molecules in autophagy, leading, under different circumstances, to either survival or cell death. We then discuss the relationship between mitochondria and autophagosomes and propose that mitochondria have an essential role in autophagosome biogenesis.