Evidence from clinical studies and preclinical studies supports that exercise preconditioning can not only reduce the risk of stroke but also improve brain tissue and functional outcome after stroke. It has been demonstrated that autophagy and mitochondrial dynamics are involved in ischemic stroke. However, it is still unclear whether exercise preconditioning-induced neuroprotection against stroke is associated with modulation of autophagy and mitochondrial dynamics. Although age and sex interactively affect ischemic stroke risk, incidence, and outcome, studies based on young male animals are most often used to explore the role of exercise preconditioning in the prevention of ischemic stroke. In the current study, we examined whether exercise preconditioning could modulate autophagy and mitochondrial dynamics in a brain ischemia and reperfusion (I/R) model of female aged mice. The results showed that exercise preconditioning reduced infarct volume and improved neurological deficits. Additionally, increased levels of autophagy-related proteins LC3-II/LC3-I, LC3-II, p62, Atg7, and mitophagy-related proteins Bnip3L and Parkin, as well as increased levels of mitochondrial fusion modulator Mfn2 and mitochondrial fission modulator Drp1 in the ischemic cortex of female aged mice at 12 h after I/R were present. Our results could contribute to a better understanding of exercise preconditioning-induced neuroprotection against ischemic stroke for the elderly.