The β-amyloid (Aβ) deposition is one of the major pathological hallmark of Alzheimer’s disease. Dysfunction in autophagy has been reported to lead to the Aβ deposition. The current study aimed to investigate the effects of treadmill exercise on autophagy activity and the Aβ deposition and to demonstrate whether exercise-induced reduction in the Aβ deposition was associated with changes in autophagy activity. APP/PS1 transgenic mice were divided into transgenic sedentary (TG-SED, n=12) and transgenic exercise (TG-EXE, n=12) groups. Wild-type mice were also divided into sedentary (WT-SED, n=12) and exercise (WT-EXE, n=12) groups. The WT-EXE and TG-EXE mice were subjected to treadmill exercise for 12 weeks. The levels of Aβ plaques and soluble forms of Aβ, autophagy markers light chain 3 and P62, and lysosomal marker lysosome-associated membrane protein 1 (Lamp1) were measured in the hippocampus. Both Aβ plaques and soluble forms of Aβ (Aβ40 and Aβ42) were significantly increased in TG-SED mice compared with WT-SED mice, whereas exercise reduced Aβ deposition in APP/PS1 transgenic mice. Coincidentally, TG-SED mice displayed a decrease in autophagy activity as evidenced by a significant increase in the levels of light chain 3-II and P62, as well as an accumulation of lysosome as evidenced by a significant over-expression of Lamp1. Interestingly, exercise increased autophagy activity as evidenced by a significant reduction in the levels of P62 and Lamp1 in TG-EXE mice. These findings suggest that treadmill exercise is efficient in decreasing Aβ deposition by enhancing autophagy–lysosomal activity in APP/PS1 transgenic mice, demonstrating a possible approach in Alzheimer’s disease prevention and treatment.