Autophagy regulation of neurological diseases is the focus of current research in the field of neuroscience. Autophagy disorder leads to protein expression, deposition and dysfunction such as Aβ、Tau、α-syn and causes neurodegenerative diseases such as AD, PD and HD. Exercise is an important means to improve neurodegenerative diseases, which is closely related to the up-regulated expression of LC3, Beclin-1, Lamp1 and other autophagic factors after the activation of AdipoR1/AMPK/TFEB, AMPK/mTOR and other pathways. Higher autophagy level can remove the deposition of Aβ、Tau、α-syn and other proteins in the brain and can improve the neurodegeneration, synaptic structure and function disorder caused by neurodegenerative diseases. This study reviewed and analyzed the mechanism of autophagy in the improvement of neurodegenerative diseases by exercise, which will provide a solid theoretical basis and new research ideas for the improvement of neurodegenerative diseases by exercise.