Autonomous driving shows great potential to reform modern transportation and its safety is attracting much attention from public. Autonomous driving systems generally include deep neural networks (DNNs) for gaining better performance (e.g., accuracy on object detection and trajectory prediction). However, compared with traditional software systems, this new paradigm (i.e., program + DNNs) makes software testing more difficult. Recently, software engineering community spent significant effort in developing new testing methods for autonomous driving systems. However, it is not clear that what extent those testing methods have addressed the needs of industrial practitioners of autonomous driving. To fill this gap, in this paper, we present the first comprehensive study to identify the current practices and needs of testing autonomous driving systems in industry. We conducted semi-structured interviews with developers from 10 autonomous driving companies and surveyed 100 developers who have worked on autonomous driving systems. Through thematic analysis of interview and questionnaire data, we identified five urgent needs of testing autonomous driving systems from industry. We further analyzed the limitations of existing testing methods to address those needs and proposed several future directions for software testing researchers.