Peste des petits ruminants (PPR) is an acute and highly contagious disease in small ruminants that causes significant economic losses in developing countries. An increasing number of studies have demonstrated that both autophagy and apoptosis are important cellular mechanisms for maintaining homeostasis, and they participate in the host response to pathogens. However, the crosstalk between apoptosis and autophagy in host cells during PPRV infection has not been clarified. In this study, autophagy was induced upon virus infection in caprine endometrial epithelial cells (EECs), as determined by the appearance of double- and single-membrane autophagy-like vesicles, LC3-I/LC3-II conversion, and p62 degradation. We also found that PPRV infection triggered a complete autophagic response, most likely mediated by the non-structural protein C and nucleoprotein N. Moreover, our results suggest that autophagy not only promotes the replication of PPRV in EECs but also provides a potential mechanism for inhibiting PPRV-induced apoptosis. Inhibiting autophagosome formation by wortmannin and knocking down the essential autophagic proteins Beclin-1 and ATG7 induces caspase-dependent apoptosis in EECs in PPRV infection. However, inhibiting autophagosome and lysosome fusion by NH4Cl and chloroquine did not increase the number of apoptotic cells. Collectively, these data are the first to indicate that PPRV-induced autophagy inhibits caspase-dependent apoptosis and thus contributes to the enhancement of viral replication and maturity in host cells.