Let C be an n-exangulated category. In this note, we show that if C is locally finite, then C has Auslander-Reiten n-exangles. This unifies and extends results of Xiao-Zhu, Zhu-Zhuang, Zhou and Xie-Lu-Wang for triangulated, extriangulated, (n + 2)-angulated and n-abelian categories, respectively.