Autism spectrum disorder (ASD) is a developmental disorder of interpersonal communications and restricted interest and deficits in sensory and social interactions. It co-occurs with anxiety and mostly in 30% of cases related to specific phobia. This review article summarises the sensory association between anxiety and ASD. The role of emotions and neurobiology discussed and sensory over-reactivity (SOR) was related to ASD and anxiety. PubMed database systematically searched for related articles on ASD and anxiety. The keywords used are autism spectrum disorder, autism spectrum disorder and emotion, anxiety disorder, sensory in autism and anxiety, and psychopathology. The results were most significant and related to the sensory association between ASD and anxiety. Out of 19 studies discussed, there were eight systematic reviews with meta-analysis, seven systematic reviews, three traditional reviews, and one included both systematic reviews with randomized controlled trials (RCTs). However, due to possible limitations and considerations, like small sample size and few clinical trials; hence, further recommendations to randomized clinical trials and cohort studies warranted. This review article helps scientists to plan and focus on necessary studies and possible screening for the disease to improve possible clinical outcomes. People gain awareness of the disease. Early recognition, as well as educational, behavioral, and family therapy, might decrease symptoms and support learning and development in children.