\documentclass{article}

\usepackage{hyperref}

\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}{Lemma}[section]

\begin{document}

\begin{theorem} \label{thm} blahblah \end{theorem}
\begin{lemma} \label{lem} blahblah \end{lemma}

\autoref{thm} states blahblah, as well as \autoref{lem}.

\end{document}