Autophagy is a conserved cellular degradation pathway wherein double-membrane vesicle called autophagosomes capture long-lived proteins and damaged or superfluous organelles and deliver them to the lysosome for degradation. Septins are conserved GTP-binding proteins involved in many cellular processes, including phagocytosis and autophagy of intracellular bacteria, but no role in general autophagy was known. In budding yeast, septins polymerize into ring-shaped arrays of filaments required for cytokinesis. In an unbiased genetic screen and in subsequent targeted analysis, we found autophagy defects in septin mutants, and co-localized septins in rings at the pre-autophagosomal structure (PAS) and on autophagosomes where they physically interact with the autophagy proteins Atg8 and Atg9. Pre-assembled septin complexes relocalized to the PAS upon autophagy induction. Septin-mutant cells contained fewer autophagocytic structures, even when autophagosome degradation was blocked, and a mutation (atg1Δ) blocking PAS maturation, but not initial PAS assembly, decreased septin localization to the PAS. Our findings support a role for septins in the early stages of budding yeast autophagy, during autophagosome formation.