Autism Spectrum Disorder (ASD) is a neurodevelopmental disorder that encompasses a spectrum of difficulties ranging from minor deficits in recognizing social cues to severe self-injurious behavior. The spectrum also spans a range of intellectual functioning, varying from those with non-vocal capabilities to those with IQs above 140. Research has indicated higher rates of psychiatric disorders, such as anxiety and depression, amongst individuals with ASD and higher cognitive ability. Although there have been recent advances in the development of evidence-based interventions for comorbid conditions among individuals with ASD, there are unique challenges to implementing some therapeutic strategies with children with ASD. The use of specific components of these interventions that are most relevant and potentially useful for the ASD population may be a promising avenue toward individualizing treatment for comorbid anxiety. The current study examined the feasibility of delivering a behavioral component of CBT, diaphragmatic breathing (DB), to children with high functioning ASD, as well as a preliminary investigation of whether a single session DB intervention would reduce anxiety levels (measured via cortisol and self-report of symptoms). The pilot sample consisted of 4 children with high functioning ASD in the Southern California area between 7 and 11 years of age, two of whom completed DB and two of whom completed a neutral task control. The current study indicates that the procedures are feasible for children with ASD, and preliminary results indicated non-significant decreases in cortisol in children with ASD following diaphragmatic breathing. Study limitations and suggestions for future research are discussed.