Sensory reactivity differences are a diagnostic criterion of autism. Sensory hyperreactivity has been linked to intolerance of uncertainty and anxiety in autistic children. However, research is yet to explore the mediating relationships or sensory hyporeactivity, seeking and anxiety subtypes in preschool-age autistic children. Therefore, we aimed to elucidate the relationships between sensory reactivity, intolerance of uncertainty and anxiety subtypes in a heterogeneous group of 54 preschool-age autistic children, age 3-5 years, using observation and parent-report assessments. Correlational analysis found sensory hyperreactivity, intolerance of uncertainty and total anxiety were significantly intercorrelated. In addition, sensory hyperreactivity was significantly correlated with separation anxiety when controlling for autism traits. Serial mediation analyses indicated significant full mediation between sensory hyperreactivity and anxiety through intolerance of uncertainty, and significant full mediation between sensory hyperreactivity and intolerance of uncertainty through anxiety. Our results suggest that sensory hyperreactivity is a key early factor in the development of anxiety, and supports that intolerance of uncertainty is an important interrelated construct in the development and maintenance of anxiety in autism. Our findings have important implications for the development of effective interventions. However, due to limitations with the measures, our research also highlights a pressing need for objective assessments of anxiety and intolerance of uncertainty that can be used with preschool-age autistic children.