The transport protein particle (TRAPP) III complex, comprising the TRAPPI complex and additional subunit Trs85, is an autophagy-specific guanine nucleotide exchange factor for the Rab GTPase Ypt1 that is recruited to the phagophore assembly site when macroautophagy is induced. We present the single-particle electron microscopy structure of TRAPPIII, which reveals that the dome-shaped Trs85 subunit associates primarily with the Trs20 subunit of TRAPPI. We further demonstrate that TRAPPIII binds the coat protein complex (COP) II coat subunit Sec23. The COPII coat facilitates the budding and targeting of ER-derived vesicles with their acceptor compartment. We provide evidence that COPII-coated vesicles and the ER-Golgi fusion machinery are needed for macroautophagy. Our results imply that TRAPPIII binds to COPII vesicles at the phagophore assembly site and that COPII vesicles may provide one of the membrane sources used in autophagosome formation. These events are conserved in yeast to mammals.