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Background: Internalising (anxiety and low mood) and externalising (aggressive or outburst behaviours, and irritability) difficulties are very common in autism spectrum disorder (ASD) across the life span, relatively stable over time and often associated with poorer quality of life. Understanding the cognitive mechanisms underlying internalising and externalising difficulties in ASD is essential for developing targeted supports and interventions. In the present study, we investigated established and less-researched cognitive factors hypothesised to contribute to internalising and/or externalising difficulties in ASD, namely cognitive inflexibility (CI), intolerance of uncertainty (IU) and alexithymia. Based on previous models and clinical experience, we hypothesised that IU would lead to internalising symptoms, with alexithymia contributing to this pathway, and that CI would have a direct effect on externalising behaviours and may indirectly contribute to internalising symptoms via increasing IU., Methods: Our sample consisted of 95 5- to 18-year-olds presenting to a specialist neurodevelopmental clinic and receiving a diagnosis of ASD. Parents/caregivers completed questionnaires assessing ASD symptomatology, internalising and externalising difficulties, CI, IU and alexithymia. Structural equation modelling was used to examine the hypothesised pathways and relationships between the main variables of interest., Results: Cognitive Inflexibility played a significant direct role in the pathway from ASD symptoms to externalising symptoms in ASD, and indirect role via IU in the pathway to internalising problems. Relationships between alexithymia and both internalising and externalising symptoms were weaker, with alexithymia predicting internalising difficulties via IU only., Conclusions: The finding of a direct pathway from CI to externalising behaviours is novel, as is the indirect role of CI in internalising symptomatology. Of the three cognitive mechanisms examined, only CI significantly predicted externalising symptoms. Possible implications for interventions and supports targeting these cognitive processes in ASD are discussed., (© 2020 Association for Child and Adolescent Mental Health.)