Attack Ensemble (AE), which combines multiple attacks together, provides a reliable way to evaluate adversarial robustness. In practice, AEs are often constructed and tuned by human experts, which however tends to be sub-optimal and time-consuming. In this work, we present AutoAE, a conceptually simple approach for automatically constructing AEs. In brief, AutoAE repeatedly adds the attack and its iteration steps to the ensemble that maximizes ensemble improvement per additional iteration consumed. We show theoretically that AutoAE yields AEs provably within a constant factor of the optimal for a given defense. We then use AutoAE to construct two AEs for $l_{\infty}$ and $l_2$ attacks, and apply them without any tuning or adaptation to 45 top adversarial defenses on the RobustBench leaderboard. In all except one cases we achieve equal or better (often the latter) robustness evaluation than existing AEs, and notably, in 29 cases we achieve better robustness evaluation than the best known one. Such performance of AutoAE shows itself as a reliable evaluation protocol for adversarial robustness, which further indicates the huge potential of automatic AE construction. Code is available at \url{https://github.com/LeegerPENG/AutoAE}.