Cell-penetrating peptides (CPPs) uptake mechanism is still in need of more clarification to have a better understanding of their action in the mediation of oligonucleotide transfection. In this study, the effect on early events (1 h treatment) in transfection by PepFect14 (PF14), with or without oligonucleotide cargo on gene expression, in HeLa cells, have been investigated. The RNA expression profile was characterized by RNA sequencing and confirmed by qPCR analysis. The gene regulations were then related to the biological processes by the study of signaling pathways that showed the induction of autophagy-related genes in early transfection. A ligand library interfering with the detected intracellular pathways showed concentration-dependent effects on the transfection efficiency of splice correction oligonucleotide complexed with PepFect14, proving that the autophagy process is induced upon the uptake of complexes. Finally, the autophagy induction and colocalization with autophagosomes have been confirmed by confocal microscopy and transmission electron microscopy. We conclude that autophagy, an inherent cellular response process, is triggered by the cellular uptake of CPP-based transfection system. This finding opens novel possibilities to use autophagy modifiers in future gene therapy.