Autophagy is an evolutionarily conserved dynamic process and present in variety of cells at basal levels to maintain homeostasis and to promote cell survival in response to stresses. The early bone loss with excessive glucocorticoids (GCs) was reported to be related with the extension of the life span of osteoclasts. However, the connection between GCs induced bone loss and osteoclast autophagy remains to be elucidated. Autophagy was detected in a Dexamethasone (Dex) induced osteoporotic mice model and primary osteoclast cultures by autophagosome detection kit, and autophagy-related proteins were assayed by Western blotting and Immunostaining. The bone morphology was examined by micro-CT and TRAP staining. The trabecular bone micro-architecture was deteriorated, and the osteoclast number and spread area were increased in the Dex-treated mice compared with the control group (P < 0.01). Meanwhile, autophagy in pre-osteoclasts was increased in mice under Dex administration evidenced by the increased number of autophagosome and up-regulation of autophagy-related protein levels. Further, the enhanced autophagy under Dex treatment was verified in primary cultured osteoclasts, as shown by the increased levels of Beclin 1 and LC3-II/LC3-I and the autophagy complex formation members including Atg1, Atg13, and Atg7. However, the expressions of PI3K, p-Akt and p-mTOR in primary cultured osteoclasts were inhibited under Dex induced autophagy. Using the selective PTEN inhibitor SF1670 to activate the PI3K/Akt/mTOR pathway reversed this osteoclast autophagy under Dex treatment. Our study suggests that osteoclast autophagy was enhanced in glucocorticoids induced bone loss, and the PI3K/Akt/mTOR signaling pathway mediated the increased autophagy in primary cultured osteoclasts under glucocorticoids treatment.