Walking character disappears when recording

Hello! 
I have rigged a character with a right and left profile that is supposed to be walking. The character walks when I  have the timeline marker at the beginning of the timeline, and it works fine to control it with the arrow keys. But as soon as I press record and tries to control it, it just completely disappears from the scene and nothing gets recorder. What is going on here? Thankful for your help! 🙂

All the best 
Elina