To review studies involving the treatment of anxiety in people with autism spectrum disorders (ASD) using Cognitive Behaviour Therapy (CBT) with the intent to inform practice and to identify areas for future research. Systematic searches of electronic databases, reference lists and journals identified nine studies. Each identified study that met pre-determined inclusion criteria was analysed and summarized in terms of: (a) participants, (b) intervention procedures, (c) dependent variables, (d) results of intervention and (e) certainty of evidence. To assess the certainty of evidence, each study's design and related methodological details were critically appraised. Positive outcomes were ubiquitous, suggesting CBT is an effective treatment for anxiety in individuals with Asperger's. However, data involving other ASD diagnostic sub-types is limited. CBT has been modified for individuals with ASD by adding intervention components typically associated with applied behaviour analysis (e.g. systematic prompting and differential reinforcement). Future research involving a component analysis could potentially elucidate the mechanisms by which CBT reduces anxiety in individuals with ASD, ultimately leading to more efficient or effective interventions.