Despite the high frequency of anxiety and depression symptoms in individuals with Autism Spectrum Disorder (ASD) and a significant impact of these comorbidities on both individuals with ASD and their families, research on the validity of anxiety and depression measures in the ASD population is currently lacking. The aim of this study was to explore the psychometric properties of the Hospital Anxiety and Depression Scale [HADS; Zigmond & Snaith, ] in a sample of older adolescents and young adults with ASD. One hundred and fifty one participants (UK Transition longitudinal study: N = 106; 75 males, Mage = 16.04 years, SD = 1.28; Longitudinal Study of Australian Schools Leavers with ASD: N = 45, 30 males; Mage = 18.35 years, SD = 2.55) completed the HADS and a range of mental health and well‐being measures. Combination of the Principal Component Analysis and Parallel Analysis indicated two factors as an optimal solution in our sample, accounting for 43.77% of variance with factors being identical in terms of content with the structure found in the general population. Internal consistency was good for the HADS anxiety scale (HADS‐A; .82–.84) and acceptable for the HADS depression scale (HADS‐D; .60–.72). Convergent validity of both HADS‐A and HADS‐D scales was excellent and divergent validity was acceptable. Our study represents a significant contribution to the literature by providing an initial validation of the HADS in older adolescents and younger adults with ASD. Autism Res 2017. © 2017 International Society for Autism Research, Wiley Periodicals, Inc. Lay Summary Research on the validity of measurement of anxiety and depression in ASD is currently lacking. The aim of this study was to explore the properties of the Hospital Anxiety and Depression Scale (HADS) in a sample of 151 young people with ASD. Participants completed HADS and a range of mental health and well‐being measures. Encouragingly, our findings suggest that HADS provides a reliable and valid assessment of anxiety and depression in ASD.