Anxiety disorders commonly occur in autism. Existing studies implicate intolerance of uncertainty, alexithymia, sensory processing differences and emotion regulation difficulties as influencing factors of anxiety in autism. To date, a few studies have considered the combination of these factors within the same sample. This study used structural equation modelling to test the prediction that intolerance of uncertainty and emotion regulation constitute more direct causes of anxiety in autism that mediate the influences of sensory processing difference and alexithymia as more sequential contributing factors. Autistic (n = 86) and non-autistic adults (n = 100) completed a battery of self-report questionnaires. Only when applied to each group separately, the broad predictions of the model were confirmed for the autistic group following data-driven additions of paths between sensory processing difference and anxiety and alexithymia implying that sensory processing difference contribute indirectly as well as directly to individual differences in anxiety. For the non-autistic group, model fit could only be achieved after removing autism-related traits and sensory processing differences as predictors of anxiety. These results suggest that aetiology and expression of anxiety in autism partially overlap with what is observed in the general population except that sensory processing differences appear to play a relatively unique role in the context of autism. Lay abstract: Anxiety disorders are common in autism. Research studies have identified factors that influence anxiety in autism, such as difficulties with uncertain situations, difficulties understanding own emotions, differences in processing sensory input (related to our senses) and difficulties regulating emotions. To date, a few studies have considered the combination of these factors within the same sample. This study used structural equation modelling to test the contribution of these factors in autism. Autistic (n = 86) and non-autistic adults (n = 100) completed a battery of self-report questionnaires. Only when applied to each group separately, the broad predictions of the model were confirmed for the autistic group. The model confirmed that difficulties with uncertain situations and in regulating emotions play a central role in anxiety in autism. Difficulties understanding own emotions and differences in processing sensory input both contribute to anxiety indirectly through their respective interrelation with the other two factors (difficulties with uncertain situations and in regulating emotions). Importantly, the results imply that sensory processing differences contribute not only indirectly but also directly to individual differences in anxiety. For the non-autistic group, model fit could only be achieved after removing autism-related traits and sensory processing differences as predictors of anxiety. These results suggest that cause/development and expression of anxiety in autism partially overlap with what is observed in the general population except that sensory processing differences appear to play a relatively unique role in the context of autism.