Children with a diagnosis of autism are more likely to experience anxiety than their typically developing peers. Research suggests that Cognitive Behavioural Therapy (CBT) could offer a way to help children with autism manage their anxiety but most evidence is based on clinical trials. This study investigated a school-based CBT programme using a quasi-experimental design incorporating the child and parent versions of the Spence Children’s Anxiety Scale (Spence, J Abnorm Psy 106(2):280–297, 1997) and the Coping Scale for Children and Youth (Brodzinsky et al., J Appl Dev Psychol 13:195–214, 1992). Interview data was incorporated to help understand the process of change further. Children in the experimental condition had lower levels of anxiety, maintained at follow-up and changes were found in coping behaviours such as lower behavioural avoidance strategies but increased problem solving strategies at follow-up. Limitations of the research together with future directions are also discussed.