Autism spectrum disorder (ASD) and anxiety frequently co-occur. Research on the phenomenology and treatment of anxiety in ASD is expanding, but is hampered by the lack of instruments validated for this population. This study evaluated the self- and parent-reported Revised Child Anxiety and Depression Scale and the Multidimensional Anxiety Scale in Children—2 among 46 youth with ASD. Internal consistency and test–retest reliability were acceptable, but inter-rater reliability was poor. Parent–child agreement was better for youth with higher IQs, less severe ASD symptoms, or more social cognitive skills. Convergent and divergent validity were acceptable. Demographic characteristics were considered as predictors of anxiety: they were unrelated to parent-report, but younger age and more severe ASD were related to increased self-reported anxiety.