The autophagic process is a lysosomal degradation pathway, which is activated during stress conditions, such as starvation or exercise. Regular exercise has beneficial effects on human health, including neuroprotection. However, the cellular mechanisms underlying these effects are incompletely understood. Endurance and a single bout of exercise induce autophagy not only in brain but also in peripheral tissues. However, little is known whether autophagy could be modulated in brain and peripheral tissues by long-term moderate exercise. Here, we examined the effects on macroautophagy process of long-term moderate treadmill training (36 weeks) in adult rats both in brain (hippocampus and cerebral cortex) and peripheral tissues (skeletal muscle, liver and heart). We assessed mTOR activation and the autophagic proteins Beclin 1, p62, LC3B (LC3B-II/LC3B-I ratio) and the lysosomal protein LAMP1, as well as the ubiquitinated proteins. Our results showed in the cortex of exercised rats an inactivation of mTOR, greater autophagy flux (increased LC3-II/LC3-I ratio and reduced p62) besides increased LAMP1. Related with these effects a reduction in the ubiquitinated proteins was observed. No significant changes in the autophagic pathway were found either in hippocampus or in skeletal and cardiac muscle by exercise. Only in the liver of exercised rats mTOR phosphorylation and p62 levels increased, which could be related with beneficial metabolic effects in this organ induced by exercise. Thus, our findings suggest that long-term moderate exercise induces autophagy specifically in the cortex.