Neurological diseases are multifactorial, devastating diseases that are causative for various neurodegenerative disorders. Emerging evidence points that accumulation of unfolded, misfolded, insoluble, and damaged proteins inside the CNS cells such as microglia, astrocytes, neurons, oligodendrocytes, pericytes, and endothelial cells, leads to endoplasmic reticulum (ER) stress and dysregulated autophagy, which, in turn, sets the stage for ensuing neuropathogenesis. Studies have also demonstrated that chronic ER stress/unfolded protein response (UPR) activates autophagy, and conversely, that blockade of autophagy aggravates ER stress with ensuing cell death, in turn, leading to the development and progression of neurodegeneration. ER stress and autophagy signaling pathways are thus of particular interest as target(s) for pharmacological intervention for the development of therapeutic strategies for various neurological diseases. Herein, we summarized the current knowledge of chronic ER stress/UPR and autophagy signaling pathways and their regulation in CNS cells such as microglia, astrocytes, neurons, oligodendrocytes, pericytes, and endothelial cells. We also reviewed various neurological diseases wherein ER stress/UPR, and autophagy play key roles and also discussed possible pharmacological interventions involving these processes.