Several lines of research suggest that autism is a neurological phenomenon, but the precise associations between neurological activity and the key diagnostic symptoms of autism are yet to be completely clarified. This study examined EEG connectivity and Sensory Features (SF) in a sample of young autistic males by examining bi-directional neural connectivity between separate brain regions as the key potential correlate of SF. Forty male autistic participants aged between 6 and 17 years, with an IQ of at least 70, underwent EEG measurements of their Frontal, Occipital and Temporal region responses to low-, medium-, and high-intensity audiovisual stimulus conditions. EEG connectivity data were analysed via Granger Causality. SF was measured via parent responses about their sons on the Child Sensory Profile (2nd ed.) (CSP-2). There were significant (p < 0.05) correlations between right hemisphere Frontal and Temporal connectivity and CSP-2 dominant scores, largely due to lower Temporal-to-Frontal than Frontal-to-Temporal connectivity. There were no significant correlations between general CSP-2 scores and EEG connectivity data collected during audiovisual stimuli. These results confirm and extend previous findings by adding bi-directional connectivity as an index of brain activity to other studies that used only uni-directional connectivity data when measuring SF. Although there may be a discrepancy between the kinds of information collected via instruments such as the CSP-2 and actual brain electrical connectivity across major regions, these results hold implications for the use of brain-training interventions with autistic boys.