It is likely listed as a device administrator. This gives the app the access it needs to protect your device. If this is the case, that is why you can't uninstall it. If by "automatically downloaded" you mean your device came with it, then it may be
bloatware and cannot be removed unless your device is rooted.
Most if not all android anti-virus apps will require to be listed as a device administrator. To see if the app is an administrator, go to:
Settings>Security>Phone administrators
If it is in this list, just disable it and uninstall it afterwards. Hope this helps.