Atherosclerosis, the pathological basis of various kinds of cardiovascular diseases, is a kind of disease of multifactorial and multistep disorder involving the whole-body large- and medium-sized arteries. The pathogenesis of atherosclerosis is still not fully understood. There is growing evidence that oxidative stress and autophagy are two key factors in the formation and development of atherosclerosis in recent years at home and abroad. Oxidative stress accelerates the occurrence and development of atherosclerosis through direct oxidative damage and indirect signal mediated injury; Autophagy possesses double functions of resisting and promoting the atherosclerosis. While there is a complicated relationship of cross-linking between them. This paper, specified in the following three aspects separately, that is, the roles of oxidative stress, autophagy, and the complicated relationship of cross-linking between them in atherosclerosis, will provide a new way of thinking in understanding and treatment of the disease.