The process of autophagy is integral to cellular function. In this process, proteins, organelles, and metabolites are engulfed in a lipid vesicle and trafficked to a lysosome for degradation. Its central role in protein and organelle homeostasis has piqued interest for autophagy dysfunction as a driver of pathology for a number of diseases including cancer, muscular disorders, neurological disorders, and non-alcoholic fatty liver disease. For much of its history, the study of autophagy has centered around proteins, however, due to advances in mass spectrometry and refined methodologies, the role of lipids in this essential cellular process has become more apparent. This review discusses the diverse endogenous lipid compounds shown to mediate autophagy. Downstream lipid signaling pathways are also reviewed in the context of autophagy regulation. Specific focus is placed upon the Mammalian Target of Rapamycin (mTOR) and Peroxisome Proliferator-Activated Receptor (PPAR) signaling pathways as integration hubs for lipid regulation of autophagy.