Immune thrombocytopenic purpura (ITP) is a multifactorial autoimmune disease characterized by both increased platelet destruction and/or reduced platelet production. Even though they are detected in ≤ 50% of ITP patients, auto-antibodies play a pivotal role in the pathogenesis of ITP. Recent experimental and clinical observations have revealed abnormal autophagy in ITP patients. Autophagy is a catabolic process responsible for the elimination and recycling of cytoplasmic constituents, such as organelles and macromolecules, in eukaryotic cells. Additionally, it triggers cell death or promotes cell survival following various forms of stress, and maintains the microenvironment and stemness of haematopoietic stem cells. The role of autophagy in megakaryopoiesis, thrombopoiesis, and platelet function is slowly being uncovered. The abnormal autophagy in ITP patients may be caused by deletion of autophagy-related genes such as ATG7 and abnormal signalling due to overexpression of mTOR. These changes are thought to affect markers of haematopoietic stem cells, such as CD41 and CD61, and differentiation of megakaryocytes, ultimately decreasing the function and quantity of platelets and leading to the onset of ITP. This review highlights recent evidence on the essential role played by autophagy in megakaryopoiesis, megakaryocyte differentiation, thrombopoiesis, and platelet production. It also discusses the potential of targeting the autophagy pathway as a novel therapeutic approach against ITP.