We analyzed the effects of apoptosis-inducing factor (AIF) deficiency, as well as those of an exercise training intervention on autophagy across tissues (heart, skeletal muscle, cerebellum and brain), that are primarily affected by mitochondrial diseases, using a preclinical model of these conditions, the Harlequin (Hq) mouse. Autophagy markers were analyzed in: (i) 2, 3 and 6 month-old male wild-type (WT) and Hq mice, and (ii) WT and Hq male mice that were allocated to an exercise training or sedentary group. The exercise training started upon onset of the first symptoms of ataxia in Hq mice and lasted for 8 weeks. Higher content of autophagy markers and free amino acids, and lower levels of sarcomeric proteins were found in the skeletal muscle and heart of Hq mice, suggesting increased protein catabolism. Leupeptin-treatment demonstrated normal autophagic flux in the Hq heart and the absence of mitophagy. In the cerebellum and brain, a lower abundance of Beclin 1 and ATG16L was detected, whereas higher levels of the autophagy substrate p62 and LAMP1 levels were observed in the cerebellum. The exercise intervention did not counteract the autophagy alterations found in any of the analyzed tissues. In conclusion, AIF deficiency induces tissue-specific alteration of autophagy in the Hq mouse, with accumulation of autophagy markers and free amino acids in the heart and skeletal muscle, but lower levels of autophagy-related proteins in the cerebellum and brain. Exercise intervention, at least if starting when muscle atrophy and neurological symptoms are already present, is not sufficient to mitigate autophagy perturbations.