Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) evades most innate immune responses but may still be vulnerable to some. Here, we systematically analyze the impact of SARS-CoV-2 proteins on interferon (IFN) responses and autophagy. We show that SARS-CoV-2 proteins synergize to counteract anti-viral immune responses. For example, Nsp14 targets the type I IFN receptor for lysosomal degradation, ORF3a prevents fusion of autophagosomes and lysosomes, and ORF7a interferes with autophagosome acidification. Most activities are evolutionarily conserved. However, SARS-CoV-2 Nsp15 antagonizes IFN signaling less efficiently than the orthologs of closely related RaTG13-CoV and SARS-CoV-1. Overall, SARS-CoV-2 proteins counteract autophagy and type I IFN more efficiently than type II or III IFN signaling, and infection experiments confirm potent inhibition by IFN-γ and -λ1. Our results define the repertoire and selected mechanisms of SARS-CoV-2 innate immune antagonists but also reveal vulnerability to type II and III IFN that may help to develop safe and effective anti-viral approaches.