There are many things that are not listed in the official diagnostic criteria (DSM) in the USA. Two things that seem almost overwhelmingly connected to autism in adults is anxiety and depression.
I don’t wonder that these conditions often co- exist. When other conditions exist with a diagnosis, the state of these things being present in the same individual at the same time is called “co -morbid”.
So far nothing seems to have been documented through studies to tie these conditions together as far as genetics, neurological, or other conditions are concerned, ( although studies do recognize they are often co-morbid with autism). I have no difficulty at the finding that many autistic people also have anxiety and depression. I know in my own case it is most likely that I have anxiety and depression “because” I was first autistic.
When one is not able to decipher motives or meanings of other people, is confused over how to respond to any given situation….and is perpetually getting into one form of trouble or another because of it, I can see that a person would feel worried about how to avoid the consequences of those mis-perceptions : social pressure, bullying, punishment of any and all sorts, isolation and feelings of helplessness to avoid the situations involved. I should point out that these mis-perceptions are on both sides, with NT people also not understanding motives and responses of autistic people and thinking that many of our behaviors are intended to be arrogant, provocative, deliberately offensive, etc. .(thus provoking punishing and angry responses)
I can understand that the feelings of failure over every social problem and the perpetual worries, knowing through experience, even at a very early age that one does not know how to/ can not avoid these painful experiences, how this would lead to an attitude of perpetual defeat and sad resignation to ones fate. Depression, in other words.
I have read many blogs and articles by others who have autism, and many seem to think this is likely. As I learn about my own autism and understand how it has affected my life in so many ways, my own depression and anxiety are slowly lifting. This experience would seem to confirm in my own mind that the cause ( autism) and effects of my behavior due to autism’s presence, (anxiety and depression) are likely. Maybe some day science will explore and prove this.