Autism spectrum disorder (ASD) is clinically characterized by social and communication difficulties as well as repetitive behaviors. Many children with ASD also suffer from anxiety, which has been associated with alterations in amygdala structure. In this work, the association between amygdala subnuclei volumes and anxiety was assessed in a cohort of 234 participants (mean age = 11.0 years, SD = 3.9, 95 children with ASD, 139 children were non-autistic). Children underwent magnetic resonance imaging. Amygdala subnuclei volumes were extracted automatically. Anxiety was assessed using the Screen for Child Anxiety Related Disorders, the Child Behavior Checklist, and the Strength and Difficulties Questionnaire. Children with ASD had higher anxiety scores relative to non-autistic children on all anxiety measures (all, p < 0.05). Anxiety levels were significantly predicted in children with ASD by right basal (right: B = 0.235, p = 0.002) and paralaminar (PL) (B = -0.99, p = 0.009) volumes. Basal nuclei receive multisensory information from cortical and subcortical areas and have extensive projections within the limbic system while the PL nuclei are involved in emotional processing. Alterations in basal and PL nuclei in children with ASD and the association with anxiety may reflect morphological changes related to in the neurocircuitry of anxiety in ASD.