We start from the evidence that confirms a greater vulnerability to anxiety in people with autism and to wonder to what extent the intolerance to the uncertainty mediates in that anxiety. In addition, the alterations of the predictive abilities in autism could explain the coherence between greater intolerance to uncertainty and some peculiarities inherent in autism such as patterns of restrictive and stereotyped behaviors, interests and activities, and particularities in the processing of sensory information. This information will allow us to develop interventions specifically focused on this construct for the prevention and improvement of anxiety symptoms in autism in cases that the severity of intolerance to uncertainty constitutes a significant risk factor.