Autophagy is a highly conserved catabolic process for the elimination and recycling of organelles and macromolecules, characterized by the formation of double-membrane vesicles called autophagosomes. To date, the function of autophagy in cell differentiation is poorly documented. Here, we investigated the possibility that megakaryocytic differentiation of the Chronic Myelogenous Leukemia (CML) cell line K562, a process known to be accompanied by accumulation of vacuoles inside the cells, might involve autophagy. Using various complementary approaches, we show that the combination of the phorbol ester PMA and the p38(MAPK) inhibitor SB202190 (SB), which engaged a majority of K562 cells towards the megakaryocytic lineage, also triggered vacuolization and autophagy. The combination of PMA + SB appears to induce both increase in autophagic fluxes and an autophagic degradation blockage. Induction of autophagy was accompanied also by increased expression of Beclin 1 and p62/SQSTM1 and was found to precede the onset of megakaryocytic differentiation. Moreover, knockdown of LC3 and Beclin 1 by specific siRNAs impaired PMA + SB-mediated vacuolization, LC3-II accumulation and megakaryocytic differentiation, as well. To the best of our knowledge, this is the first description that induction of autophagy is involved in megakaryocytic differentiation of K562 CML cells.