Mental health difficulties commonly co-occur with autism, especially in autistic people accessing clinic services, impacting substantially on quality-of-life. Alexithymia (difficulty describing/identifying feelings) and sensory processing differences are prevalent traits in autism that have been associated with depression/anxiety in autistic community samples. However, it is important to better understand interrelationships between these traits in clinical populations to improve identification of service-user needs. In this study, 190 autistic adults (65.3% male), seen in a tertiary autism clinic, completed self-report measures of alexithymia (20-item Toronto Alexithymia Scale), sensory processing differences (Adolescent/Adult Sensory Profile) and depression/anxiety (Hospital Anxiety and Depression Scale). Multiple linear regression models and mediation analyses were used to examine associations between alexithymia, sensory processing differences, and depression/anxiety severity. Across the sample, 66.3% of individuals ( = 126) were classified as alexithymic (score ≥ 61). Total alexithymia and difficulty describing/identifying feelings were significantly associated with depression severity (β = 0.30-0.38, highest < 0.002), and difficulty identifying feelings was significantly associated with anxiety severity (β = 0.36, < 0.001). Sensory processing differences were also significantly associated with depression severity (β = 0.29, = 0.002) and anxiety severity across all models (β = 0.34-0.48, highest < 0.001) Finally, difficulty describing/identifying feelings partially mediated the relationships between sensory processing differences and both depression/anxiety severity. Overall, these results highlight that interventions adapted for and targeting emotional awareness and sensory-related uncertainty may improve mental health outcomes in autistic service-users.