Depression is often associated with dysfunction in the hypothalamic–pituitary–adrenal (HPA) axis and autonomic nervous system (ANS). Individuals with autism spectrum disorder (ASD) may experience physiological dysregulation and psychological comorbidities; however, the extent to which the interactions between these systems predict internalizing symptoms in ASD has not been investigated. The study examined interactions with the HPA axis and ANS in 10–13-year-old children with ASD (n = 41) and typical development (TD; n = 46). The interrelated systems uniquely contributed to depressive symptoms in ASD above and beyond any system in isolation. A reciprocal, parasympathetic-dominant ANS was related to fewer affective symptoms in ASD. Findings highlight the importance of examining arousal across multiple systems to more precisely identify profiles associated with maladaptive psychiatric outcomes in ASD.