Autocrine signaling is defined as the production and secretion of an extracellular mediator by a cell followed by the binding of that mediator to receptors on the same cell to initiate signaling. Autocrine stimulation often operates in autocrine loops, a type of interaction, in which a cell produces a mediator, for which it has receptors, that upon activation promotes expression of the same mediator, allowing the cell to repeatedly autostimulate itself (positive feedback) or balance its expression via regulation of a second factor that provides negative feedback. Autocrine signaling loops with positive or negative feedback are an important feature in cancer, where they enable context-dependent cell signaling in the regulation of growth, survival, and cell motility. A growth factor that is intimately involved in tumor development and progression and often produced by the cancer cells in an autocrine manner is transforming growth factor-β (TGF-β). This review surveys the many observations of autocrine TGF-β signaling in tumor biology, including data from cell culture and animal models as well as from patients. We also provide the reader with a critical discussion on the various experimental approaches employed to identify and prove the involvement of autocrine TGF-β in a given cellular response.