Autophagy regulation of neurological diseases is the focus of current research in the field of neuroscience. Autophagy disorder leads to expression, deposition, and dysfunction of proteins such as Aβ, Tau, α-syn, and causes neurodegenerative diseases such as Alzheimer’ s disease, Parkinson’ s disease and Huntington’ s disease. Exercise is important to improve neurodegenerative diseases, which is closely related to upregulated expression of LC3, Beclin-1, Lamp1 and other autophagic factors after activation of AdipoR1/ AMPK/ TFEB, AMPK/ mTOR, and other pathways. A high autophagy level removes deposition of Aβ, Tau, α-syn and other proteins in the brain and improves neurodegeneration and synaptic structure and function disorder caused by neurodegenerative diseases. This article reviewed and analyzed the mechanism of autophagy in the improvement of neurodegenerative diseases by exercise, which provides a solid theoretical basis and new research ideas to improve neurodegenerative diseases by exercise.