Most often, this occurs when you are trying to use the auto updater in development mode (or non-packaged AppImage mode). It only works in a packed production build.
For me however, this also occurred in a packed AppImage, and turned out to be caused by using the webpack DefinePlugin, like this:
plugins: [
new webpack.DefinePlugin({
"process.env": {
NODE_ENV: JSON.stringify("production")
},
...
Removing the process.env definition allowed APPIMAGE to be defined once again in the distributed package. It seems the rest of the definitions can be left in place safely without breaking the auto-updater.
If removing this definition is not possible for your use-case, according to some users it's possible to simply override it at the beginning of your main thread (not renderer thread) file like this:
process.env.APPIMAGE = path.join(__dirname, 'dist', `MyApp-${app.getVersion()}.AppImage`)
... obviously with the correct file name in the 3rd argument of Path.join.
This override approach didn't seem to do anything for me though, so I myself went with simply removing process.env from the DefinePlugin definitions, but it may help in other cases.