High alexithymic traits and psychiatric comorbidities such as depression and social phobia are frequently observed among adults with autism spectrum disorder. In this study, we tested whether alexithymic and/or autistic traits are risk factors for depressive and social phobic symptoms in adults with autism spectrum disorder (n = 122), patients with social interaction difficulties other than autism (n = 62), and neurotypical participants (n = 261). Multiple regression analyses of these three groups demonstrated that both traits explained considerable variance of depressive and social phobic symptoms. In adults with autism spectrum disorder, alexithymic traits were predictive of depressive symptoms, while autistic traits predicted social phobic symptoms. In patients with social interaction difficulties other than autism, alexithymic and autistic traits were identified as predictors of social phobic symptoms, while no variable predicted depressive symptoms. In neurotypicals, both alexithymic and autistic traits were predictive of depressive and social phobic symptoms. Our results, therefore, highlight the importance of assessing both alexithymic and autistic traits in patients with and without autism spectrum disorder for identifying comorbid psychopathology. Depending on the underlying core symptomatology, alexithymic and/or autistic traits increase the risk of depressive and social phobic symptoms calling for therapeutic strategies to prevent or at least reduce comorbid psychopathology.