Pyrolysis is an important thermochemical route to decompose lignocellulose biomass into biogas, bio-oil, and biochar, which can be then converted into value-added biofuels, chemicals, and biomaterials. Conventionally, the pyrolysis reaction is carried out under inert atmosphere. The quality of biocrudes and biochars from the conventional pyrolysis could significantly vary, depending on the types of feedstocks and reaction conditions. After intensive studies on the conventional biomass pyrolysis for decades, the external heat supply for the endothermic pyrolytic reactions is still one of the most important roadblocks to inhibit the scale-up and commercialization of biomass pyrolysis technologies. Different from the pyrolysis under inert gas atmosphere, autothermal pyrolysis tends to depolymerize the biomass (polymers) with restricted supply of oxygen/air, also called oxidative pyrolysis. The presence of oxygen in the pyrolyzer will induce the exothermic char-oxygen and/or volatile-oxygen reactions, thus in situ providing the heat for the primary thermal degradation of biomass and the subsequent secondary reactions. Besides the change in product distributions, the key advantage of autothermal pyrolysis is its self-sustainability in terms of heat supply and requirement, facilitating the ease of further scaling up. This review will thus mainly focus on the sum of the recent advances in autothermal pyrolysis and also discuss some innovative pathways for improving/adjusting the product quality.