Intelligent Transportation Systems (ITS), especially Autonomous Vehicles (AVs), are vulnerable to security and safety issues that threaten the lives of the people. Unlike manual vehicles, the security of communications and computing components of AVs can be compromised using advanced hacking techniques, thus barring AVs from the effective use in our routine lives. Once manual vehicles are connected to the Internet, called the Internet of Vehicles (IoVs), it would be exploited by cyber-attacks, like denial of service, sniffing, distributed denial of service, spoofing and replay attacks. In this article, we present a deep learning-based Intrusion Detection System (IDS) for ITS, in particular, to discover suspicious network activity of In-Vehicles Networks (IVN), vehicles to vehicles (V2V) communications and vehicles to infrastructure (V2I) networks. A Deep Learning architecture-based Long-Short Term Memory (LSTM) autoencoder algorithm is designed to recognize intrusive events from the central network gateways of AVs. The proposed IDS is evaluated using two benchmark datasets, i.e., the car hacking dataset for in-vehicle communications and the UNSW-NB15 dataset for external network communications. The experimental results demonstrated that our proposed system achieved over a 99% accuracy for detecting all types of attacks on the car hacking dataset and a 98% accuracy on the UNSW-NB15 dataset, outperforming other eight intrusion detection techniques.