As a major intracellular degradation and recycling machinery, autophagy plays an important role in maintaining cellular homeostasis and remodeling during normal development. Our previous study showed that fluorapatite (FA) crystal-coated electrospun polycaprolactone (PCL) was capable of inducing differentiation and mineralization of human dental pulp stem cells. However, how autophagy changes and whether autophagy plays a vital role during these processes is still unknown. In this study, we seeded STEMPRO human adipose-derived stem cells (ASCs) on both PCL+FA and PCL scaffolds to investigate the osteogenic inductive ability of FA crystals and we observed the autophagy changes of these cells. Scanning electron microscopy and fluorescence microscopy images, along with DNA quantitation, showed that both PCL+FA and PCL scaffolds could sustain ASC growth but only the PCL+FA scaffold could sustain cell mineralization. This was confirmed by alkaline phosphatase activity and Alizarin red and Von Kossa staining results. The autophagy RT2 Profiler polymerase chain reaction array analysis showed many autophagy-related genes changes during ASC differentiation. Western blot analysis indicated that several autophagy-related proteins fluctuated during the procedure. Among them, the microtubule-associated protein 1 light chain 3 (LC3)-II protein changes of the ASCs grown on the 2- or 3-dimensional environments at 6 h, 12 h, 1 d, 3 d, 7 d, 14 d, and 21 d reached a peak value at day 7 during osteogenesis. At earlier stages (from day 0 to day 3), the addition of autophagy inhibitors (3-mathyladenine, bafilomycin A1, and NH4Cl) attenuated the expression of osteogenic related markers (osteopontin, alkaline phosphatase activity, Alizarin red, and Von Kossa) compared with the control group. All data indicated that autophagy played an important role in ASC differentiation on the PCL+FA scaffold. Inhibition of autophagy before day 3 strongly inhibited osteogenic differentiation and mineralization of ASCs in the 3-dimensional model. This observation further elucidates the mechanism of autophagy in mesenchymal stem cell osteogenic differentiation.