The process of autophagy has been detected in the midgut epithelium of four millipede species: Julus scandinavius, Polyxenus lagurus, Archispirostreptus gigas, and Telodeinopus aoutii. It has been examined using transmission electron microscopy (TEM), which enabled differentiation of cells in the midgut epithelium, and some histochemical methods (light microscope and fluorescence microscope). While autophagy appeared in the cytoplasm of digestive, secretory, and regenerative cells in J. scandinavius and A. gigas, in the two other species, T. aoutii and P. lagurus, it was only detected in the digestive cells. Both types of macroautophagy, the selective and nonselective processes, are described using TEM. Phagophore formation appeared as the first step of autophagy. After its blind ends fusion, the autophagosomes were formed. The autophagosomes fused with lysosomes and were transformed into autolysosomes. As the final step of autophagy, the residual bodies were detected. Autophagic structures can be removed from the midgut epithelium via, e.g., atypical exocytosis. Additionally, in P. lagurus and J. scandinavius, it was observed as the neutralization of pathogens such as Rickettsia-like microorganisms. Autophagy and apoptosis ca be analyzed using TEM, while specific histochemical methods may confirm it.