Autophagy and energy metabolism are known to follow a circadian pattern. However, it is unclear whether autophagy and the circadian clock are coordinated by common control mechanisms. Here, we show that the oscillation of autophagy genes is dependent on the nutrient‐sensitive activation of TFEB and TFE3, key regulators of autophagy, lysosomal biogenesis, and cell homeostasis. TFEB and TFE3 display a circadian activation over the 24‐h cycle and are responsible for the rhythmic induction of genes involved in autophagy during the light phase. Genetic ablation of TFEB and TFE3 in mice results in deregulated autophagy over the diurnal cycle and altered gene expression causing abnormal circadian wheel‐running behavior. In addition, TFEB and TFE3 directly regulate the expression of Rev‐erbα (Nr1d1), a transcriptional repressor component of the core clock machinery also involved in the regulation of whole‐body metabolism and autophagy. Comparative analysis of the cistromes of TFEB/TFE3 and REV‐ERBα showed an extensive overlap of their binding sites, particularly in genes involved in autophagy and metabolic functions. These data reveal a direct link between nutrient and clock‐dependent regulation of gene expression shedding a new light on the crosstalk between autophagy, metabolism, and circadian cycles.