Autophagy is an intracellular lysosomal/vacuolar degradation system, in which the inner cytoplasmic cell membrane is degraded by the lysosomal hydrolases, followed by the resulting products released back into the cytosol. It is involved in many physiological processes which are crucial for cell growth and survival. However, disturbance in the autophagic process is often associated with a variety of human diseases, such as cancer. Breast cancer is one of the most malignant tumors characterized by the imbalanced cell proliferation, apoptosis as well as disordered autophagy regulation. The alterations of autophagy related genes or protein levels in breast cancer cells also suggested a potential implication of autophagy in breast cancer development and progression. Many natural products had been reported as potential anti-cancer agents or being considered as direct or indirect sources of new chemotherapy adjuvants to enhance the efficacy or to ameliorate the side effects through the modulation of autophagy. Investigation of the underlying mechanism of these compounds could be crucial for the development of new therapeutic or chemopreventive options for breast cancer treatment. In this review, a summary of those natural products that can regulate autophagy in breast cancer is presented and the potential value of such autophagy modulators on the development of anti-cancer drugs is also discussed.