Obesity has many deleterious effects on the cardiovascular system, mediated by changes in insulin sensitivity, dyslipidaemia, oxidative stress and inflammation. Current therapies mainly focus on caloric intake suppression and bariatric surgery, however the efficacy of these approaches remains elusive as most patients regain their body weight within the next 5 years. A better understanding of the pathophysiology of obesity is of paramount importance for the development of new therapeutic strategies to prevent vascular complications. Autophagy has emerged as key self-degrading process responsible for the maintenance of cellular homeostasis. Defects in autophagy homeostasis are implicated in metabolic disorders, including obesity, insulin resistance, diabetes mellitus and atherosclerosis. Most importantly, autophagy regulates animal lifespan. Albeit ample preclinical evidence supports the therapeutic promise of autophagy modulators for the treatment of obesity and metabolic diseases, the clinical efficacy of pharmacological modulation of autophagy remains to be proven. Recent work has shown that GLP-1-based therapeutic approaches may positively affect autophagy in perivascular adipose tissue, thus improving obesity-related endothelial dysfunction. In the present review we discuss current evidence on the role of autophagy in obesity, with a specific focus on DPP-4 inhibitors (DPP-4i) and GLP-1 receptor agonists (GLP-1 RA) as modulators of this process. Experimental evidence on GLP-1-based approaches is critically discussed in light of recent clinical trials with DPP-4i and GLP-1 RA.