At present, this article reviews this relationship from these aspects: (a) the signaling pathways of regulating autophagy; (b) the relationships between the autophagy and the processing of Aβ; (c) Aβ and Tau cause autophagy dysfunction; (d) normal autophagy promotes the clearance of Aβ and Tau; (e) the relationships between the autophagy and both genes and proteins related to AD: TFEB, miRNAs, Beclin‐1, Presenilin, and Nrf2; and (f) the small molecules regulating autophagy on AD therapy. This evidence concerns the gene TFEB and Alzheimer disease.