Anxiety is a problem for many children diagnosed with Autism Spectrum Disorders (ASDs). There is a paucity of models of the cognitive processes underlying this. Intolerance of Uncertainty (IU) has utility in explaining anxiety in neurotypical populations but has only recently received attention in ASD. We modelled the relationship between anxiety and IU in ASD and a typically developing comparison group, using parent and child self-report measures. Results confirmed significant relationships between IU and anxiety in children with ASD which appears to function similarly in children with and without ASD. Results were consistent with a causal model suggesting that IU mediates the relationship between ASD and anxiety. The findings confirm IU as a relevant construct in ASD.