In the general population, irritability is associated with later depression. Despite irritability being more prevalent in autistic children, the long-term sequelae are not well explored. We tested whether irritability in early childhood predicted depression symptoms in autistic adolescents, and whether associations could be explained by difficulties in peer relationships and lower educational engagement. Analyses tested the longitudinal associations between early childhood irritability (ages 3–5) and adolescent depression symptoms (age 14) in a prospective inception cohort of autistic children (N = 390), followed from early in development shortly after they received a clinical diagnosis. Mediators were measured in mid-childhood (age 10) by a combination of measures, from which latent factors for peer relationships and educational engagement were estimated. Results showed early childhood irritability was positively associated with adolescent depression symptoms, and this association remained when adjusting for baseline depression. A significant indirect pathway through peer relationships was found, which accounted for around 13% of the association between early childhood irritability and adolescent depression, suggesting peer problems may partially mediate the association between irritability and later depression. No mediation effects were found for education engagement. Results highlight the importance of early screening and intervention for co-occurring irritability and peer problems in young autistic children.