By default, WhatsApp will automatically download images over your mobile connection to provide you with quick access to your latest photos.
To configure automatic photo, video, or audio downloading, simply go to Options > Settings > Network > Media auto-download.
Here you can specifically choose on which types of connections WhatsApp will automatically download media.
Selected media will automatically download when you are connected to your cellular data.
Selected media will automatically download when you are connected to a Wi-Fi hotspot (e.g. your home internet).
Selected media will automatically download when you are roaming.
Note: Enabling roaming auto-download may result in significantly increased charges from your mobile provider as roaming data is often expensive.
Learn how to configure auto-download on: Android | iPhone | Windows Phone | Nokia S40 | BlackBerry | BlackBerry 10
Cheers,
WhatsApp Support Team