The research, commissioned by the charity Ambitious about Autism, found that too often mental health problems, such as depression, are seen as normal for young people with the disability.
The social communication issues associated with autism also make it harder for young people to seek help.
Of the 130 young people with autism surveyed for the research just four per cent said they felt extremely confident in knowing who to ask for help if they experience a mental health problem.
In addition, 90 per cent said they felt uncomfortable disclosing mental health issues with teachers and other education professionals.
Two thirds said that if they did ask for help with a mental health problem they had little or no confidence that their needs would be met.
"It is not acceptable for unhappiness and depression to be seen as the 'normal' state for young autistic people," said Dr Laura Crane, senior teaching and engagement fellow at the Centre for Research in Autism and Education, which carried out the research.
"Indicators of the presence of a mental health problem can be subtle - this may make it difficult for the young autistic people, and other people who know them, to identify that they are experiencing mental health problems.
"This is a particular issue since young autistic people often reported finding it hard to express their needs."
She added that many young people with autism had negative views about their disability leaving them feeling depressed, lacking confidence and feeling under strain.
Children's professionals are being urged to improve the support they offer young people with autism to help them better identify mental health problems and communicate concerns they have.
Mental health support, such as counselling, also needs to be available to them as soon as they need it.
Georgina Harper, an Ambitious about Autism youth patron involved in the research, said: "Providing the right services for autistic young people who are experiencing mental health issues is the right thing to do.
"Early intervention maximises the chance of being able to help, and in the long term, will often cost less than waiting until we need crisis care."
Earlier this month, health, care and education services in Cambridgeshire were praised by inspectors for ensuring children with special educational needs and disabilities (SEND) had access to counselling services.
The Ofsted and Care Quality Commission inspection team found this focus had helped reduce the number of permanent school exclusions among children with SEND by three quarters over a year.
In May, Freedom of Information (FOI) requests to 145 councils revealed widespread differences in autism diagnosis rates among children in care, sparking concerns that this vulnerable group, who may have experienced abuse or neglect, may be missing out on support that is tailored to their disability.