Challenging behavior, such as aggression, is highly prevalent in children and adolescents on the autism spectrum and can have a devastating impact. Previous reviews of challenging behavior interventions did not include interventions targeting emotion dysregulation, a common cause of challenging behavior. We reviewed emotion dysregulation and challenging behavior interventions for preschoolers to adolescents to determine which evidence-based strategies have the most empirical support for reducing/preventing emotion dysregulation/challenging behavior. We reviewed 95 studies, including 29 group and 66 single case designs. We excluded non-behavioral/psychosocial interventions and those targeting internalizing symptoms only. We applied a coding system to identify discrete strategies based on autism practice guidelines with the addition of strategies common in childhood mental health disorders, and an evidence grading system. Strategies with the highest quality evidence (multiple randomized controlled trials with low bias risk) were Parent-Implemented Intervention, Emotion Regulation Training, Reinforcement, Visual Supports, Cognitive Behavioral/Instructional Strategies and Antecedent-Based Interventions. Regarding outcomes, most studies included challenging behavior measures, while few included emotion dysregulation measures. This review highlights the importance of teaching emotion regulation skills explicitly, positively reinforcing replacement/alternative behaviors, using visuals and metacognition, addressing stressors proactively, and involving parents. It also calls for more rigorously designed studies and for including emotion dysregulation as an outcome/mediator in future trials.