Despite the increased risk for anxiety disorders in children with autism spectrum disorders (ASD), there is a lack of research on the assessment and treatment of anxiety in this population, particularly for those with an intellectual disability (ID). The present study evaluated a multimethod strategy for the assessment of anxiety and problem behavior in three children with ASD and ID. Anxiety was operationally defined using: (1) behavioral data from anxious behaviors, (2) affective/contextual data from parent-report and observer ratings of overall anxiety, and (3) physiological data (heart rate [HR] and respiratory sinus arrhythmia [RSA]). A functional assessment of problem behavior during high- and low-anxiety conditions was conducted. Higher levels of problem behavior and HR and lower RSA were found in the high-anxiety than in the low-anxiety conditions.