Research shows significant rates of depressive symptoms in people with autistic spectrum disorder and intellectual disabilities. Finding factors related to the development of depression in autism spectrum disorder and intellectual disability is necessary. Emotion regulation is associated with depression in autism spectrum disorder and intellectual disability. The role of the intellectual disability in this relationship is not clear, so it is necessary to clarify it. One hundred twenty-one adults (M = 35.46 years, SD = 9.46) with autism spectrum disorder and intellectual disabilities were evaluated to verify moderating role of intellectual disability and mediating role of emotion regulation. A moderated mediation analysis supported the moderated role of mild intellectual disability in the relationship mediated by emotional dysregulation between autism spectrum disorder and depression symptoms. These findings suggest that interventions designed to prevent or reduce depressive symptoms in people with autism spectrum disorder and mild intellectual disability should include among their goals emotional regulation.