Heat stroke (HS) is defined clinically as a condition when core body temperature rises above 40°C and is accompanied by central nervous system abnormalities. In this study, we established a rat model of HS by exposing anesthetized rats to elevated ambient temperature (40°C) until core temperature reaching 40.5°C (HS onset). The rat was immediately removed from heating chamber, allowed recovery for various time periods, and killed for histological and biochemical studies. Our results indicated neuronal shrinkage and pyknosis of the nucleus and sustained up to 12 h recovery time in cerebral cortex. Elevated expression of autophagy-related proteins, including microtubule associated protein light chain 3 and beclin 1 in cortical tissue at various times (3, 6, 12 h) of recovery was observed. In addition, the number of autophagosomes stained by monodansylcadaverine, a specific autophagosome marker, increased after heat exposure but was reduced by pretreatment with 3-methyladenine, an autophagy inhibitor. Furthermore, heat exposure increased neuronal degeneration in cortical tissue, as evidenced by staining with the fluorescent dye Fluoro-Jade B for degenerating neuron. Pretreatment with 3-methyladenine in HS rats aggravated neurodegeneration. Taken together, these results suggest that HS induces autophagy as a protection mechanism against neurodegeneration. Modulation of autophagy may provide a potential therapeutic approach for HS and await further research.