I tried to prove that $|Aut(E/F)|$ is finite, then $E/F$ is a finite extension, but then now I think $Q(\pi)/Q$ would be a counterexample for this.
I can see that there are two automorphisms $\pi\mapsto \pi$ and $\pi\mapsto -\pi$, but how do I prove that these are the only elements of $Aut(Q(\pi)/Q)$?
There are many more than that. As $\pi$ is transcendental, $\mathbf Q(\pi)\simeq \mathbf Q(x)$, and it is known that $$\operatorname{Aut}(\mathbf Q(x))=\mathbf{PGL}_2(\mathbf Q), $$ the projective linear group of order $2$ over $\mathbf Q$ which is the set of homographic transformations: $$x\mapsto \frac{ax+b}{cx+d}, \quad ad-bc\neq 0.$$
Counter-example:
Take any finite field $\mathbf F_q$ $\,(q=p^n)$. Then $\mathbf Q(x)$ is not a finite extension, but its groups of automorphisms is finite, since $\lvert \mathbf{GL}_2(\mathbf Q)\rvert=q(q-1)(q^2-1)$, hence $\lvert \mathbf{PGL}_2(\mathbf Q)\rvert=q(q^2-1)$.