Ethanol exposure can result in neuronal death and neuronal degeneration, which are severely detrimental to the brain. The developing brain is particularly vulnerable to ethanol such that prenatal ethanol consumption causes fetal alcohol spectrum disorders; and long-term ethanol intake can lead to chronic alcoholic nervous disease in adults such as Wernicke-Korsakoff syndrome. One cellular mechanism that acts as a protective response is autophagy, which can alleviate ethanol-induced neuron apoptosis and other pathological responses. Ethanol may stimulate autophagy through multiple mechanisms including induction of oxidative stress and endoplasmic reticulum stress, modulation of MTOR and AMPK signaling. This review summarizes and discusses the recent progress and mechanisms regarding the involvement of autophagy in ethanol-mediated neurotoxicity.