Adults with autism spectrum disorder (ASD) are thought to be at disproportionate risk of developing mental health comorbidities, with anxiety and depression being considered most prominent amongst these. Yet, no systematic review has been carried out to date to examine rates of both anxiety and depression focusing specifically on adults with ASD. This systematic review and meta-analysis examined the rates of anxiety and depression in adults with ASD and the impact of factors such as assessment methods and presence of comorbid intellectual disability (ID) diagnosis on estimated prevalence rates. Electronic database searches for studies published between January 2000 and September 2017 identified a total of 35 studies, including 30 studies measuring anxiety (n = 26 070; mean age = 30.9, s.d. = 6.2 years) and 29 studies measuring depression (n = 26 117; mean age = 31.1, s.d. = 6.8 years). The pooled estimation of current and lifetime prevalence for adults with ASD were 27% and 42% for any anxiety disorder, and 23% and 37% for depressive disorder. Further analyses revealed that the use of questionnaire measures and the presence of ID may significantly influence estimates of prevalence. The current literature suffers from a high degree of heterogeneity in study method and an overreliance on clinical samples. These results highlight the importance of community-based studies and the identification and inclusion of well-characterized samples to reduce heterogeneity and bias in estimates of prevalence for comorbidity in adults with ASD and other populations with complex psychiatric presentations.