Most of the knowledge on the mechanisms and functions of autophagy originates from studies in yeast and other cellular models. How this valuable information is translated to the brain, one of the most complex and evolving organs, has been intensely investigated. Fueled by the tight dependence of the mammalian brain on autophagy, and the strong links of human brain diseases with autophagy impairment, the field has revealed adaptations of the autophagic machinery to the physiology of neurons and glia, the highly specialized cell types of the brain. Here, we first provide a detailed account of the tools available for studying brain autophagy; we then focus on the recent advancements in understanding how autophagy is regulated in brain cells, and how it contributes to their homeostasis and integrated functions. Finally, we discuss novel insights and open questions that the new knowledge has raised in the field.