Cancer formation is a complex and highly regulated multi-step process which is highly dependent of its environment, from the tissue to the patient. This complexity implies the development of specific treatments adapted to each type of tumor. The initial step of cancer formation requires the transformation of a healthy cell to a cancer cell, a process regulated by multiple intracellular and extracellular stimuli. The further steps, from the anarchic proliferation of cancer cells to form a primary tumor to the migration of cancer cells to distant organs to form metastasis, are also highly dependent of the tumor environment but of intracellular molecules and pathways as well. In this review, we will focus on the regulatory role of reactive oxygen species (ROS) and autophagy levels during the course of cancer development, from cellular transformation to the formation of metastasis. These data will allow us to discuss the potential of this molecule or pathway as putative future therapeutic targets., Graphical abstract, Highlights • In cancer cells, ROS are able to regulate the different steps of autophagy pathway. • During cancer initiation, anti-tumoral autophagy is going through ROS elimination. • During cancer development, pro-tumoral autophagy is linked to decreased ROS levels. • Autophagy inhibitor or antioxidant with anti-cancer drug: a new therapeutic approach?