On the Mazda3 (and all other Mazda vehicles, for that matter), the AT light stands for "automatic transaxle". ... The most common reason that the light will illuminate is because Your Mazda3 is running low on automatic transmission fluid. Therefore, this should be the first thing You should check.

What does AT mean on my Mazda dashboard?

Definitely means "Automatic Transaxle" Warning Light on the Mazda (see pic below). If you are NOT low on Automatic Transmission fluid, then get your car serviced ASAP, as there might be something more serious going on.

What is a transaxle warning light?

The indication/light illuminates when the transaxle has a problem. If the automatic transaxle warning indication/light illuminates, the transaxle has an electrical problem. Continuing to drive your Mazda in this condition could cause damage to your transaxle.