Phytochemicals derived from dietary sources and natural products have gained significant attention in the scientific community due to their ability to modulate various pharmacological and biological activities. Understanding the molecular mechanisms by which natural products protect against various diseases including cancer will provide the basis for both clinical use and further chemical modification to develop targeted therapy. Autophagy, an evolutionarily conserved self-digestion process that employs lysosomal-mediated enzymatic degradation has a functional role in a wide range of pathological disorders, and has attracted oncology scientists over the past two decades. Studies employing natural products have shown that induction of autophagy may be either cytoprotective or cytotoxic governed by different molecular pathways. In this review, we summarize four major phytochemicals namely phenethyl isothiocyanate, capsaicin, withaferin A, genistein and their association with autophagy in cancer chemoprevention. We also discuss ideas for further investigation essential to understanding their mechanisms, which will guide their clinical applications for cancer prevention and treatment.