Cancer remains the second leading cause of death worldwide and a major public health and economic issue. To reduce the burden, new approaches are necessary to diagnose the disease at early stages and improve clinical outcomes of cancer patients, for which understanding the molecular mechanisms of carcinogenesis is crucial. Autophagy is a pro-survival pathway that ensures the removal and renewal of cellular macromolecular structures, thus playing a crucial role in the maintenance of cellular homeostasis. Dysregulation of autophagy can favor chemoresistance and survival of dormant cancer cells, thus favoring cancer progression and relapse. Several studies report dysregulated expression of long non-coding RNAs and micro-RNAs acting as tumor suppressors or tumor promoters by targeting genes involved in the autophagy pathway. Here, we focus on the role played by non-coding RNAs-mediated regulation of autophagy in development and progression of cancers in women. Understanding how epigenetics can impact autophagy might open novel therapeutic strategies in the fight against cancers in women.