Aging leads to the accumulation of misfolded proteins, such as β-amyloid and α-synuclein, which are believed to underly the onset of neurodegenerative disorders. Most of the treatments for brain disorders come from pre-clinical evidence in males, although women are more vulnerable than men to Alzheimer’ disease (AD) which is the first cause of age-related dementia. However, the mechanisms underlying these sex-differences are not known.To date, two therapeutic approaches are predominantly used to prevent and/or slow neurodegeneration; they include autophagy pharmacological enhancers and exercise training. Autophagy is one of the most relevant catabolic process whereby misfolded proteins are degraded. However, most of the preliminary observations of the efficacy of these treatments have been obtained in male mouse models, although sex-differences in genes expression and response to pharmacological treatments have been reported for non-brain pathologies. In this study, using a mouse model of early aging, we report that female mice have similar cognitive deficits to males, but they occurred earlier. In both sexes this cognitive decline is associated with the accumulation of misfolded protein and impaired autophagy-lysosomal function. However, they differently respond to the precognitive effects of exercise training and autophagy agonists. Similar results were obtained using a genetic mouse model of AD.These findings provide novel and translational relevant preclinical evidence of sex-dependent efficacy of anti-dementia treatments, filling a major knowledge gap in gender medicine for AD.