Background: Anorexia Nervosa (AN) is a severe Feeding and Eating Disorder (FED) that is more prevalent in females, often manifesting during adolescence. Recent research highlights an elevated presence of comorbid Autism Spectrum Disorder (ASD) traits among individuals with AN, with specific expressions in females accounting for sensorial and interoceptive experiences. This study retrospectively explores the association between ASD traits, eating symptomatology, and interoceptive deficits in Italian female adolescents with AN. Methods: A retrospective evaluation of female AN/Atypical AN patients (n = 52) aged 13–17 years was conducted at two university pediatric hospitals in Italy. The participants underwent neuropsychiatric assessments, including the Autism Diagnostic Observation Schedule-Second Edition (ADOS-2), and measurement of ASD traits with the Autism-spectrum quotient (AQ), camouflaging ASD traits Questionnaire (CAT-Q), Toronto Alexithymia Scale (TAS-20), and FED-symptomatology-related measures. Results: Overall, 9.6% of the participants exhibited an ADOS-2 clinical impression consistent with ASD. Higher scores in AQ and CAT-Q revealed ASD traits and camouflaging strategies. The interoceptive deficits positively correlated with the ASD traits, alexithymia, and camouflage, and TAS—Difficulty Identifying Feelings emerged as the sole predictor for interoceptive deficits. Discussion: This Italian study preliminarily underscores the importance of recognizing ASD traits in the AN population, emphasizing early intervention strategies. The intersection of alexithymia and interoceptive deficits emerges as a crucial nexus between ASD and AN, with potential therapeutic implications.