The objective of this study was to examine (a) anxiety and depression symptoms in children with Asperger syndrome (AS) compared to children with attention-deficit/hyperactivity disorder (ADHD) and children with depressive disorder; (b) parental anxiety and depressive symptoms in the three groups; and (c) the association between the anxiety and depression symptoms of children and their parents. The emotional and behavioral problems of 56 children with AS (48 boys, 8 girls, mean age, 9.39 ± 2.01 years) were compared with 56 ADHD children and 56 depressive disorder children, matched for age and sex. Their parents’ anxiety and depression symptoms were also compared. Trait-anxiety and internalizing problems in AS children were higher than those in ADHD children and as high as those in depressive disorder children (F = 8.83, p < 0.001 and F = 8.21, p < 0.001). Parents’ anxiety and depression symptoms did not differ among the three groups, but correlations between maternal anxiety and depression and children’s emotional and behavioral problems were most prominent in the AS group. We suggest that the assessment and treatment of children with AS should involve detailed assessment, possible concomitant treatment for comorbid anxiety and depression, and parental education about the effect of parental emotional states on children.