Obesity is associated with the activation of cellular responses, such as endoplasmic reticulum (ER) stress. Here, we show that leptin-deficient ob/ob mice display elevated hypothalamic ER stress as early as postnatal day 10, i.e., prior to the development of obesity in this mouse model. Neonatal treatment of ob/ob mice with the ER stress-relieving drug tauroursodeoxycholic acid (TUDCA) causes long-term amelioration of body weight, food intake, glucose homeostasis, and pro-opiomelanocortin (POMC) projections. Cells exposed to ER stress often activate autophagy. Accordingly, we report that in vitro induction of ER stress and neonatal leptin deficiency in vivo activate hypothalamic autophagy-related genes. Furthermore, genetic deletion of autophagy in pro-opiomelanocortin neurons of ob/ob mice worsens their glucose homeostasis, adiposity, hyperphagia, and POMC neuronal projections, all of which are ameliorated with neonatal TUDCA treatment. Together, our data highlight the importance of early life ER stress-autophagy pathway in influencing hypothalamic circuits and metabolic regulation.