Autophagy is typically activated by starvation, allowing cells and organisms to mobilize their energy reserves. It is known that pharmacological modulation of autophagy represents a therapeutic potential. Here the inventors report that a protein that is released from cells in an unconventional, autophagy-dependent manner, namely, diazepam binding inhibitor (DBI), regulates autophagy. In particular, the inventors demonstrate that DBI inhibits autophagy and that the supply of recombinant DBI to mice enhanced glycolysis, enhanced lipogenesis, and inhibited fatty acid oxidation. The inventors show that neutralisation of DBI by a monoclonal antibody and an active immunization by means of an immunogenic DBI derivative eliciting autoantibodies induce autophagy and lead to metabolic changes that increase starvation-induced weight loss, reduce food intake upon refeeding, and reduce weight gain in response to hypercaloric diets. Accordingly, the present invention relates to methods and pharmaceutical compositions for modulating autophagy based on the modulation of the activity or expression of DBI.