Autonomous driving is predicted to play a large part in future transportation systems, providing benefits such as enhanced road usage and mobility schemes. However, self-driving cars must be perceived as safe drivers by other road users and contribute to traffic safety in addition to being operationally safe. Despite efforts to develop machine learning algorithms and solutions for the safety of automated vehicles, researchers have yet to agree upon a single approach to categorizing and accurately detecting safe and unsafe driving behaviors. This paper proposes a modified Z-score method-based autoencoder for anomalous behavior detection using multiple driving indicators. The experiments are performed on the benchmark Next Generation Simulation (NGSIM) vehicle trajectories and supporting datasets to discover anomalous driving behavior to assess our proposed approach’s performance. The experiments reveal that the proposed approach detected 81 anomalous driving behaviors out of 1031 naturalistic driving behavior instances (7.86%) with an accuracy of 96.31% without early stopping. With early stopping, our method successfully detected 147 anomalous driving behaviors (14.26%) with an accuracy of 95.25%. Overall, the proposed approach provides promising results for detecting anomalous driving behavior in automated vehicles using multiple driving indicators.