The aim of this study was to examine the inter-relationship between emotion regulation (ER), intolerance of uncertainty (IU), and symptoms of anxiety and depression in adolescents and young adults diagnosed with autism spectrum disorder (ASD). Sixty-one individuals aged 14-24 years (M age = 18.19; SD age = 2.19) completed the ER Questionnaire, IU Scale-12, Diagnostic and Statistical Manual of Mental Disorders-5 Dimensional Anxiety Scales, Patient Health Questionnaire-9, and Autism-Spectrum Quotient-Short. Correlation and mediation analyses were conducted. Results indicated all key variables were associated with each other and IU mediated the relationships between ER and symptoms of anxiety and of depression. Findings have implications for the design of future interventions targeting affective disorders in ASD.