Nonalcoholic fatty liver disease (NAFLD) is a series of abnormal liver lesions mainly characterized by excessive lipid deposition in hepatocytes, and it is also the most common chronic liver disease worldwide. Autophagy is a basic cellular process in which cells degrade their own components and participate in the maintenance of organ function and body homeostasis, and it is closely associated with the progression of NAFLD. High fat, hypoxia, and stress in human body may cause abnormal changes in extracellular microenvironment in the liver, and such abnormal microenvironment may promote the development and progression of NAFLD by inducing liver cell autophagy. This article reviews the role and mechanism of autophagy of liver cells such as hepatocytes, Kupffer cells, and hepatic stellate cells in the progression of NAFLD based on various microenvironment characteristics in the liver.