The prevalence of depression is high in children with Autism Spectrum Disorders (ASDs), but its etiology has not yet been studied in this group. Emotion dysregulation is a well-known contributor to the development of depression in typically developing (TD) children, which might also apply to children with ASD. In this study, we examined the longitudinal relationship between three different ways of emotion regulation (approach, avoidance and worry/rumination) and depressive symptoms in children with ASD and a group of TD children which were compatible with the ASD group (age 9–15-years old). Children filled out self-report questionnaires at 3 time points (with a 9-month break between each session). To account for missing data multiple imputations were used. A regression model with clustered bootstrapping was used to establish which factors contributed to depression and to identify possible differences between the ASD and TD group. Approach and avoidant strategies prevented the development of depressive symptoms in both respective groups, whereas elevated levels of worry/rumination in turn increased children's depressive symptoms. Besides differences in absolute levels (children with ASD scored higher on symptoms of depression and lower on approach strategies than the TD group), no other differences between the groups emerged.