To address the paucity of cognitive-behavioral therapy (CBT) protocols available to treat anxiety in preschoolers with ASD, we piloted a family-centered CBT protocol in a series of 16 children aged 3–7 years with ASD and anxiety disorders and explored its feasibility and efficacy. Children were assessed at baseline, post-treatment (PT), and 4-month follow-up (FU) using diagnostic interviews and parent questionnaires. Fourteen children completed at least 10 sessions (mean 14). At PT, 81% were rated “very much-” or “much-improved” on the CGI-Anxiety. Children displayed significant decreases on clinician- and parent-rated anxiety, and improved family function and coping. Gains were maintained at FU. Parent–child CBT is feasible for young children with ASD plus anxiety that shows potential for similar efficacy as with neurotypical children.