Atherosclerosis is a chronic inflammatory disease associated with lipid metabolism disorder. Autophagy is a catabolic process and contributes to maintaining cellular homeostasis. Substantial evidence suggests that defective autophagy is implicated in several diseases, including atherosclerosis, while increased autophagy mitigates atherosclerosis development. Thus, understanding the mechanisms of autophagy regulation and its association with atherosclerosis is vital to develop new therapies against atherosclerosis. Dietary bioactive compounds are non-nutrient natural compounds that include phenolics, flavonoids, and carotenoids. Importantly, these bioactive compounds possess anti-inflammatory, antioxidant, and antibacterial properties that may alleviate various chronic diseases. Recently, examining the effects of bioactive compounds on autophagy activity in atherogenesis has drawn considerable attention. The current review discusses the role of macrophage autophagy in the development and progression of atherosclerosis. We also summarize our current knowledge of the therapeutic potential of bioactive compounds on atherosclerosis and autophagy.