Let $\mathfrak{M}$ be an $\mathcal{L}$-structure, $A\subseteq M$, and $S\subseteq M^n$ some subset defined by an $\mathcal{L}$-formula $\phi(x_1, ..., x_n, a_1, ..., a_m)$ where $a_i\in A$. It is straightforward to see that $S$ must be preserved under any automorphism $f:M\rightarrow M$ that fixes $A$ pointwise; indeed, by definition of $f$ we have $\phi(x_1, ..., x_n, a_1, ..., a_m)\Leftrightarrow\phi(f(x_1), ..., f(x_n), f(a_1), ..., f(a_m))$, and, since $f(a_i)=a_i$ by hypothesis, we have $f(S)\subseteq S$. Thus by bijectivity $f(S)=S$.
I believe the converse of this is not true; for instance, consider $\langle\mathbb{N}, \leq\rangle$. Then $S\subseteq\mathbb{N}$ is definable if and only if it is a boolean combinations of finite subsets and intervals of $\mathbb{N}$, so for instance $2\mathbb{N}\subset\mathbb{N}$ is not definable. However, the only automorphism of $\langle\mathbb{N}, \leq\rangle$ is the identity.
More generally, for any $\mathcal{L}$-structure $\mathfrak{M}$ with an undefinable subset $S\subset M$, let $\mathcal{L}^\ast=\mathcal{L}\cup\{c_k:k\in M\}$ and consider $\mathfrak{M}$ as an $\mathcal{L}^\ast$-structure under the natural interpretation. Then the only automorphism of $\mathfrak{M}$ is the identity, but $S$ is still undefinable. Hence:
Q1: Are there criteria to determine when the converse of the statement in the first paragraph holds? To state it precisely, for what structures $\mathfrak{M}$ does the following statement hold: "If every automorphism of $\mathfrak{M}$ that fixes some subset $A\subseteq M$ pointwise also fixes some subset $S\subseteq M^n$ setwise, then $S$ is $A$-definable."
The problem in this second counterexample is of course that adding constant symbols to our language reduces the number of possible automorphisms without changing the definable subsets, so a second question is:
Q2: Is the answer to Q1 more straightforward when the language in question has no constant symbols?