By default, WhatsApp will automatically download images over your cellular connection to provide you with quick access to your latest photos. Audio and video will automatically download only on Wi-Fi.
You can manage your preferences by opening WhatsApp > Settings > Data and Storage Usage. Here you can choose when WhatsApp will automatically download photos, audio, videos and documents. Tap on each type of media, and choose Never, Wi-Fi, or Wi-Fi and Cellular.
Media will never automatically download. You will need to manually tap each file to download it.
Note: If you set your Auto-Download settings to Never, your videos won't automatically download. However, once you tap on the play button, the video will start playing right away and continue the download process in the background.
Media will automatically download when you are connected to a Wi-Fi hotspot (e.g. your home Internet).
Media will automatically download whenever you have an Internet connection.
If you have a limited data plan, we suggest you restrict media to auto-download when connected to Wi-Fi only.
Learn how to configure auto-download on: Android