Autophagy is a catabolic pathway activated in response to different cellular stressors, such as damaged organelles, accumulation of misfolded or unfolded proteins, ER stress, accumulation of reactive oxygen species, and DNA damage. Some DNA damage sensors like FOXO3a, ATM, ATR, and p53 are known to be important autophagy regulators, and autophagy seems therefore to have a role in DNA damage response (DDR). Recent studies have partly clarified the pathways that induce autophagy during DDR, but its precise role is still not well known. Previous studies have shown that autophagy alterations induce an increase in DNA damage and in the occurrence of tumor and neurodegenerative diseases, highlighting its fundamental role in the maintenance of genomic stability. During DDR, autophagy could act as a source of energy to maintain cell cycle arrest and to sustain DNA repair activities. In addition, autophagy seems to play a role in the degradation of components involved in the repair machinery. In this paper, molecules which are able to induce oxidative stress and/or DNA damage have been selected and their toxic and genotoxic effects on the U937 cell line have been assessed in the presence of the single compounds and in concurrence with an inhibitor (chloroquine) or an inducer (rapamycin) of autophagy. Our data seem to corroborate the fundamental role of this pathway in response to direct and indirect DNA-damaging agents. The inhibition of autophagy through chloroquine had no effect on the genotoxicity induced by the tested compounds, but it led to a high increase of cytotoxicity. The induction of autophagy, through cotreatment with rapamycin, reduced the genotoxic activity of the compounds. The present study confirms the cytoprotective role of autophagy during DDR; its inhibition can sensitize cancer cells to DNA-damaging agents. The modulation of this pathway could therefore be an innovative approach able to reduce the toxicity of many compounds and to enhance the activity of others, including anticancer drugs.