Relatively little attention has been given to mixed anxiety and depression in autistic youth, particularly how this differs between males and females. This study investigated sex-based differences in the prevalence and correlates of mixed anxiety and depression in a sample of 51 autistic males (M age = 10.16 yr, SD = 2.81 yr, and range = 6 yr to 17 yr) and 51 autistic females (M age = − 10.07 yr, SD = 2.76 yr, and range = 6 yr to 17 yr), matched for age, IQ, and autism severity. Self-reports on generalized anxiety disorder and major depressive disorder, morning salivary cortisol, ADOS-2 scores, and WASI-II full-scale scores were collected from these autistic youth, and data on the ASDrelated symptoms of these youth were collected from their parents. The data were analysed for total anxiety–depression score levels, for the underlying components of this scale, and for the individual items used in the scale. The results indicate no significant sex differences for the prevalence of mixed anxiety and depression total scores or the underlying components of anxiety and depression or for the individual items of the mixed anxiety–depression scale. There were sex differences in the significant correlates of mixed anxiety and depression: morning cortisol and ASD-related difficulties in social interaction for females, and ASD-related behaviour for males. Males’ feelings of being restless or edgy were correlated with their social interaction and repetitive and restricted behaviour. Females’ difficulties in social interaction were correlated with their concerns about their abilities and their sleeping problems. Females’ sleeping problems, their tendency to talk about dying, and feeling worthless, were correlated with their morning cortisol. These findings suggest that, while mixed anxiety and depression is experienced similarly by autistic males and females at the global, component, and individual item levels, specific aspects of the symptomatology of mixed anxiety and depression are differently associated with aspects of their ASD-related symptomatology and their levels of chronic physiological stress for males and females.