Associations between executive functions (EF) and mental-health in adults with autism spectrum disorder (ASD) were examined. Forty-two adults with ASD completed measures of EF, mood and self-concept. Better concept formation and social inference skills were significantly associated with fewer anxiety symptoms. Conversely, participants with better non-verbal reasoning, cognitive flexibility and social cognition reported more negative self-concept and lower self-esteem. Overall, individuals with impaired EF are more prone to anxiety, whereas those with stronger EF are more likely to experience negative self-concept. Screening for and monitoring mental-health concerns in people with ASD regardless of their level of EF is recommended.