In the options somewhere, there are a few that dictate when the game autosaves.
'Save on Travel' (I think that's what it says), means that if you fast-travel, or just enter or leave a cave/building, then the game saves your position for you.
On the PS3 version, the autosave tended to add to the terrible lag, but with the PS4 version, you can allow the game to autosave as much as you like, as well as doing manual saves whenever you wish.