This study examined the relations between anxiety and individual characteristics of sensory sensitivity (SS) and intolerance of uncertainty (IU) in mothers of children with ASD. The mothers of 50 children completed the Hospital Anxiety and Depression Scale, the Highly Sensitive Person Scale and the IU Scale. Anxiety was associated with both SS and IU and IU was also associated with SS. Mediation analyses showed direct effects between anxiety and both IU and SS but a significant indirect effect was found only in the model in which IU mediated between SS. This is the first study to characterize the nature of the IU and SS interrelation in predicting levels of anxiety.