Anxiety disorders are common in autism spectrum disorder (ASD) and associated with social–communication impairment and repetitive behavior symptoms. The neurobiology of anxiety in ASD is unknown, but amygdala dysfunction has been implicated in both ASD and anxiety disorders. Using resting-state functional magnetic resonance imaging, we compared amygdala–prefrontal and amygdala–striatal connections across three demographically matched groups studied in the Autism Brain Imaging Data Exchange (ABIDE): ASD with a comorbid anxiety disorder (N = 25; ASD + Anxiety), ASD without a comorbid disorder (N = 68; ASD-NoAnx), and typically developing controls (N = 139; TD). Relative to ASD-NoAnx and TD controls, ASD + Anxiety individuals had decreased connectivity between the amygdala and dorsal/rostral anterior cingulate cortex (dACC/rACC). The functional connectivity of these connections was not affected in ASD-NoAnx, and amygdala connectivity with ventral ACC/medial prefrontal cortex (mPFC) circuits was not different in ASD + Anxiety or ASD-NoAnx relative to TD. Decreased amygdala–dorsomedial prefrontal cortex (dmPFC)/rACC connectivity was associated with more severe social impairment in ASD + Anxiety; amygdala–striatal connectivity was associated with restricted, repetitive behavior (RRB) symptom severity in ASD-NoAnx individuals. These findings suggest comorbid anxiety in ASD is associated with disrupted emotion-monitoring processes supported by amygdala–dACC/mPFC pathways, whereas emotion regulation systems involving amygdala–ventromedial prefrontal cortex (vmPFC) are relatively spared. Our results highlight the importance of accounting for comorbid anxiety for parsing ASD neurobiological heterogeneity.