Endoplasmic reticulum (ER) is a dynamic organelle that participates in a number of cellular functions by controlling lipid metabolism, calcium stores, and proteostasis. Under stressful situations, the ER environment is compromised, and protein maturation is impaired; this causes misfolded proteins to accumulate and a characteristic stress response named unfolded protein response (UPR). UPR protects cells from stress and contributes to cellular homeostasis re-establishment; however, during prolonged ER stress, UPR activation promotes cell death. ER stressors can modulate autophagy which in turn, depending of the situation, induces cell survival or death. Interactions of different autophagy- and apoptosis-related proteins and also common signaling pathways have been found, suggesting an interplay between these cellular processes, although their dynamic features are still unknown. A number of pathologies including metabolic, neurodegenerative and cardiovascular diseases, cancer, inflammation, and viral infections are associated with ER stress, leading to a growing interest in targeting components of the UPR as a therapeutic strategy. Melatonin has a variety of antioxidant, anti-inflammatory, and antitumor effects. As such, it modulates apoptosis and autophagy in cancer cells, neurodegeneration and the development of liver diseases as well as other pathologies. Here, we review the effects of melatonin on the main ER stress mechanisms, focusing on its ability to regulate the autophagic and apoptotic processes. As the number of studies that have analyzed ER stress modulation by this indole remains limited, further research is necessary for a better understanding of the crosstalk between ER stress, autophagy, and apoptosis and to clearly delineate the mechanisms by which melatonin modulates these responses.