We investigated the longitudinal relationship between socio-economic disadvantage (SED) and trajectories of emotional and conduct problems among children with autism spectrum disorder (ASD) who had comorbid attention deficit/hyperactivity disorder (ADHD; ASD + ADHD) or not (ASD − ADHD). The sample was 209 children with ASD who took part in the UK’s Millennium Cohort Study. Trajectories of problems across ages 3, 5 and 7 years were analyzed using growth curve models. The ASD − ADHD group decreased in conduct problems over time but the ASD + ADHD group continued on a high trajectory. Although SED was not a risk factor for ASD + ADHD, it was associated with elevated emotional problems among children with ASD + ADHD. This effect of SED on emotional problems was not attenuated by parenting or peer problems.