The aims of this study were two-fold; firstly, to investigate whether self-report measures are useful and reflect parent-reported psychiatric symptoms in children with autism spectrum disorder (ASD), and secondly, to investigate whether children with ASD are able to access and report their cognitions, a prerequisite skill for cognitive behavior therapies. Thirty children with ASD and 21 comparison children without ASD completed the Spence Children’s Anxiety Scale and the Children’s Depression Inventory, with parents completing the parent version of both questionnaires. Intraclass correlations revealed that there was good agreement between ASD children and their parents on both measures, but only on the depression measure in non-ASD children. The children in both groups also completed the Children’s Automatic Thoughts Questionnaires; multiple regression analyses indicated that within the ASD group, child-rated scores on the CATS questionnaire were positively related to increased self-reported symptoms of anxiety and depression, but not in the comparison group, suggesting that children with ASD are able to accurately report their anxious and depressed cognitions. The implications of these results for both the practice and theory of CBT for children with ASD are discussed.