Autism is diagnosed based on social and communication difficulties, restricted and repetitive behaviours and sensory anomalies. Existing evidence indicates that anxiety and atypical sensory features are associated with restricted and repetitive behaviours, but cannot clarify the order of emergence of these traits. This study uses data from a prospective longitudinal study of infants with and without a family history of autism (N = 247; Elevated Likelihood N = 170 and Typical Likelihood N = 77). Longitudinal cross-lag models tested bidirectional pathways between parent-rated infant fear/shyness and perceptual sensitivity at 8, 14 and 24 months, and associations between these domains and parent-rated restricted and repetitive behaviours and social communication scores at 36 months. In addition to within-domain continuity, higher levels of fear/shyness at 14 months were associated with higher levels of perceptual sensitivity at 24 months. Higher levels of both fear/shyness and perceptual sensitivity at 24 months were associated with greater restricted and repetitive behaviours and social communication scores at 36 months. Results demonstrate the directionality of developmental pathways between fear/shyness and perceptual sensitivity in infancy and toddlerhood, but question theories that argue that these domains specifically underlie restricted and repetitive behaviours rather than autism. Identifying how early emerging anxiety and sensory behaviours relate to later autism is important for understanding pathways and developing targeted support for autistic children. [This article was co-authored by the BASIS Team.]