Autophagy is an ancient mechanism of protein degradation and a novel antimicrobial strategy. With respect to host defences against mycobacteria, autophagy plays a crucial role in antimycobacterial resistance, and contributes to immune surveillance of intracellular pathogens and vaccine efficacy. Vitamin D3 contributes to host immune responses against Mycobacterium tuberculosis through LL-37/hCAP-18, which is the only cathelicidin identified to date in humans. In this review, we discuss recent advances in our understanding of host immune strategies against mycobacteria, including vitamin D-mediated innate immunity and autophagy activation. This review also addresses our current understanding regarding the autophagy connection to principal innate machinery, such as ubiquitin- or inflammasome-involved pathways. Integrated dialog between autophagy and innate immunity may contribute to adequate host immune defences against mycobacterial infection.