Autophagy is a highly conserved self-digestion pathway involved in various physiological and pathophysiological processes. Recent studies have implicated a pivotal role of autophagy in adipocyte differentiation, but the molecular mechanism for its role and how it is regulated during this process are not clear. Here, we show that CCAAT /enhancer-binding protein β (C/EBPβ), an important adipogenic factor, is required for the activation of autophagy during 3T3-L1 adipocyte differentiation. An autophagy-related gene, Atg4b, is identified as a de novo target gene of C/EBPβ and is shown to play an important role in 3T3-L1 adipocyte differentiation. Furthermore, autophagy is required for the degradation of Klf2 and Klf3, two negative regulators of adipocyte differentiation, which is mediated by the adaptor protein p62/SQSTM1. Importantly, the regulation of autophagy by C/EBPβ and the role of autophagy in Klf2/3 degradation and in adipogenesis are further confirmed in mouse models. Our data describe a novel function of C/EBPβ in regulating autophagy and reveal the mechanism of autophagy during adipocyte differentiation. These new insights into the molecular mechanism of adipose tissue development provide a functional pathway with therapeutic potential against obesity and its related metabolic disorders.