Aim There is a need for effective treatments for non-alcoholic fatty liver disease (NAFLD) that are economically inexpensive, and have few side effects. The present study aimed to investigate exercise training and silymarin on hepatocyte death factors in rats with liver damage. Methods Forty-nine male Wistar rats were assigned to seven groups: sedentary control, fatty liver control (DEX), fatty liver + high-intensity interval training (HIIT), fatty liver + HIIT + silymarin (HIIT + SILY), fatty liver + continuous training (CT), fatty liver + CT + silymarin (CT + SILY), and fatty liver + silymarin (SILY). A subcutaneous injection of dexamethasone for 7 days was used to induce fatty liver in rats. Masson’s trichrome and hematoxylin-eosin staining were done to evaluate hepatic injury. The hepatocyte apoptosis was determined by TUNEL assay. Real-Time PCR was conducted to evaluate the gene expressions of caspase-9, adenosine monophosphate-activated protein kinase (AMPKα1), mitofusin 2 (Mfn2), and damage-regulated autophagy modulator (DRAM). Liver tissue changes and serum levels of liver enzymes were also evaluated. Results Liver apoptosis was decreased in the CT, HIIT, HIIT + SILY and CT + SILY groups compared to the DEX group. Both continuous and high-intensity training models produced beneficial alterations in liver morphology and hepatic injuries that were significant in exercise training + silymarin group. This impact was accompanied by increased AMPKα1 and DRAM gene expression and decreased caspase-9 and Mfn2 gene expression. Liver enzyme levels were high in the DEX group and treatment with silymarin significantly reduced it. Conclusion Silymarin supplementation combined with interval or continuous training substantially improves DEX-induced hepatic steatosis and hepatocyte injury mostly through suppressing liver apoptosis and upregulating autophagy, which may provide a novel perspective for NAFLD treatment.