It will then delete the completed episode to save space on your iPhone or iPad.
The feature has been available on the Android version of Netflix since the middle of last year. We're not sure why it's taken so long to come to iOS too, but are grateful it now has.
If you don't want to use the auto download functionality, you can turn it off in the app settings, although it is a great way to ensure that you always have something new to watch on a commute or longer period of travel.
You should have the new feature on your Netflix app now if you have your device set for automatic updates, otherwise you can find the update in the Apple App Store now.
"The faster our members can get to the next episode of their favorite stories, the better," said Netflix.
"Now, fans on the Netflix iOS app can get in on the fun and convenience of smart downloads, spending less time managing their downloads and more time watching."