Autism and depression often co-occur. Through network analysis, we seek to gain a better understanding of this co-occurrence by investigating whether (1) autism and depression share overlapping groups of symptoms and/or (2) are connected through a bridge of mastery or worry symptoms. This is addressed in two complimentary studies: (1) Study 1 focusing on depressed (N = 258) and non-depressed adults (N = 117), aged 60–90 years; (2) Study 2 focusing on autistic (N = 173) and non-autistic adults (N = 70), aged 31–89 years. Self-report questionnaire data were collected on autistic traits (AQ-28), depression symptoms (Study 1: Inventory of Depressive Symptomatology Self Report; Study 2: Symptom Checklist 90–Revised depression subscale), worry (Worry Scale-R) and mastery (the Pearlin Mastery Scale). For both studies, data were analysed by creating glasso networks and subsequent centrality analyses to identify the most influential variables in the respective networks. Both depressed and autistic adults are highly similar in the perceived amount of worries and lack of control. While caution is needed when interpreting the pattern of findings given the bootstrapping results, findings from both studies indicate that overlapping symptoms do not fully explain the co-occurrence of autism and depression and the perception of having control over your life, that is, mastery seems a relevant factor in connecting autism and depression.