Many autistic people report overwhelming sensory experiences and also elevated levels of anxiety. Understanding how these experiences are linked to each other can contribute to improved support and intervention for reducing sensory overload and anxiety. This study included 95 young adult participants including autistic adults, non-autistic adults reporting to a psychotherapy clinic with high levels of anxiety, and neurotypical adults with no psychiatric concerns. We measured pupil size using including a baseline task with no auditory stimulus followed by two blocks of simple auditory habituation. In a subset of 80 participants we also measured self-report levels of sensory processing, anxious apprehension, and intolerance of uncertainty. The autism group showed atypical sensory processing on all four measured domains of the Adolescent and Adult Sensory Profile including sensory sensitivity, sensory seeking, sensory avoidance, and low registration subscales. Dimensional analyses across all participants showed significant positive correlations between sensory sensitivity, sensory seeking, and sensory avoidance domains with scores from the Intolerance of Uncertainty Scale-Short Form and Penn State Worry Questionnaire. The autism group showed significantly larger pupil size than other groups at baseline, before any auditory stimulation. There were no group differences in the rate of auditory habituation, nonetheless the overall, absolute larger pupil size remained in the autism group throughout the experiment. We suggest that this and other findings could indicate chronic hyperarousal in many autistic people. Treatment for anxiety in autism should be informed by knowledge of unique aspects of anxiety in autism and consider the role of sensory experience and everyday psychophysiological arousal.