Arboviruses that are transmitted to humans by mosquitoes represent one of the most important causes of febrile illness worldwide. In recent decades, we have witnessed a dramatic re-emergence of several mosquito-borne arboviruses, including dengue virus (DENV), West Nile virus (WNV), chikungunya virus (CHIKV) and Zika virus (ZIKV). DENV is currently the most common mosquito-borne arbovirus, with an estimated 390 million infections worldwide annually. Despite a global effort, no specific therapeutic strategies are available to combat the diseases caused by these viruses. Multiple cellular pathways modulate the outcome of infection by either promoting or hampering viral replication and/or pathogenesis, and autophagy appears to be one of them. Autophagy is a degradative pathway generally induced to counteract viral infection. Viruses, however, have evolved strategies to subvert this pathway and to hijack autophagy components for their own benefit. In this review, we will focus on the role of autophagy in mosquito-borne arboviruses with emphasis on DENV, CHIKV, WNV and ZIKV, due to their epidemiological importance and high disease burden.