Evidence suggests that individuals with autism spectrum disorders (ASD) often exhibit associated psychiatric symptoms, particularly related to depression. The current study investigated whether individual characteristics, specifically, severity of ASD symptoms, level of cognitive ability, and/or presence of other psychiatric disorders, are associated with occurrence of depressive symptoms in adults with ASD. Forty-six adults with ASD were administered a standardized psychiatric history interview. Twenty participants (43%) endorsed depressive symptoms. It was found that individuals with less social impairment, higher cognitive ability, and higher rates of other psychiatric symptoms, were more likely to report depressive symptoms. These characteristics may be vulnerability factors for the development of depression, and should be considered when screening and treating adults with ASD.