Parkinson’s disease (PD) is a neurodegenerative disease caused by the loss of dopaminergic neurons. It is characterized by static tremors, stiffness, slow movements, and gait disturbances, but it is also accompanied by anxiety and depression. Our previous study showed that atorvastatin could reduce the risk of PD, but the mechanism is still unclear. In this paper, Our findings showed that atorvastatin increased muscle capacity and the coordination of movement and improved anxiety and depression. Atorvastatin could decrease the expression of α-synuclein Ser129 and NADPH oxidase 2 (NOX2), increase the protein expression of LC3II/I, and promote autophagy flow. To further confirm that atorvastatin protection was achieved by inhibiting NOX2, we injected at midbrain with NOX2 shRNA (M) lentivirus and found that silent NOX2 produced the same effect as atorvastatin. Further research found that atorvastatin could reduce MPTP-induced oxidative stress damage, while inhibiting NOX2 decreased the antioxidative stress effect of atorvastatin. Our results suggest that atorvastatin can improve muscle capacity, anxiety and depression by inhibiting NOX2, which may be related to NOX2-mediated oxidative stress and autophagy. Atorvastatin may be identified as a drug that can effectively improve behavioral disorders. NOX2 may be a potential gene target for new drug development in PD.