Proteins are known to perform an astonishing array of functions thanks to their ability to cooperate and modulate each other's properties. Inside cells, proteins can assemble into large multi-subunit complexes to carry out complex cellular functions. The correct assembly and maintenance of the functional state of macromolecular protein complexes is crucial for human health. Failure to do so leads to loss of function and potential accumulation of harmful materials, which is associated with a variety of human diseases such as neurodegeneration and cancer. Autophagy engulfs cytosolic material in autophagosomes, and therefore is best suited to eliminate intact macromolecular complexes without disassembling them, which could interfere with de novo assembly. In this review, we discuss the role of autophagy in the selective degradation of macromolecular complexes. We highlight the current state of knowledge for different macromolecular complexes and their selective autophagic degradation. We emphasize the gaps in our understanding of what it takes for these large macromolecular complexes to be degraded and point to future work that may shed light on the regulation of the selective degradation of macromolecular complexes by autophagy.