Anxiety is a common problem in children and adolescents with autism spectrum disorder (ASD). This meta-analysis aimed to systematically evaluate the evidence for the use of psychosocial interventions to manage anxiety in this population. Cognitive behavioural therapy (CBT) was the primary intervention modality studied. A comprehensive systematic search and study selection process was conducted. Separate statistical analyses were carried out for clinician-, parent-, and self-reported outcome measures. Sensitivity analyses were conducted by removing any outlying studies and any studies that did not use a CBT intervention. A subgroup analysis was performed to compare individual and group delivery of treatment. Ten randomised control trials involving a total of 470 participants were included. The overall SMD was d = 1.05 (95% CI 0.45, 1.65; z = 3.45, p = 0.0006) for clinician- reported outcome measures; d = 1.00 (95%CI 0.21, 1.80; z = 2.47, p = 0.01) for parent-reported outcome measures; and d = 0.65 (95%CI -0.10, 1.07; z = 1.63, p = 0.10) for self-reported outcome measures. Clinician- and parent-reported outcome measures showed that psychosocial interventions were superior to waitlist and treatment-as-usual control conditions at post-treatment. However, the results of self-reported outcome measures failed to reach significance. The sensitivity analyses did not significantly change these results and the subgroup analysis indicated that individual treatment was more effective than group treatment. The main limitations of this review were the small number of included studies as well as the clinical and methodological variability between studies.