Higher rates of depression and of depressed mood are associated with autistic traits, and both are associated with social interaction factors, such as social self-efficacy, social motivation and loneliness. This study examined whether these social factors explain the association between autistic traits and depression. 658 participants (527 women) completed an online survey with measures of autistic traits (AQ), social self-efficacy (Social Self-Efficacy Scale), social motivation (Social Striving Assessment Scale), loneliness (UCLA Loneliness Scale) and depressive symptoms (Beck Depression Inventory--II). A mediation analysis found the relationship between autistic traits and depressive symptoms was fully mediated by the other three factors ([beta][indirect] = 0.005, z = 2.63, p < 0.01; [beta][direct] = 0.05, z = 1.58, p > 0.05), forming a pathway from autistic traits, to social self-efficacy, to social motivation, to loneliness and finally to depressive symptoms. These results suggest that targeting social self-efficacy may break this pathway and disrupt this relationship. Interventions targeting supporting positive social interaction should be considered.