Autophagy is a eukaryotic cellular machinery that is able to degrade large intracellular components, including organelles, and plays a pivotal role in cellular homeostasis. Target materials are enclosed by a double membrane vesicle called autophagosome, whose formation is coordinated by autophagy-related proteins (ATGs). Studies of yeast and Metazoa have identified approximately 40 ATGs. Genome projects for unicellular eukaryotes revealed that some ATGs are conserved in all eukaryotic supergroups but others have arisen or were lost during evolution in some specific lineages. In spite of an apparent reduction in the ATG molecular machinery found in parasitic protists, it has become clear that ATGs play an important role in stage differentiation or organelle maintenance, sometimes with an original function that is unrelated to canonical degradative autophagy. In this review, we aim to briefly summarize the current state of knowledge in parasitic protists, in the light of the latest important findings from more canonical model organisms. Determining the roles of ATGs and the diversity of their functions in various lineages is an important challenge for understanding the evolutionary background of autophagy.