Autism Spectrum Disorder (ASD) is a prevalent and costly neurodevelopmental disorder. Individuals with ASD often have deficits in social communication skills as well as adaptive behavior skills related to daily activities. We have recently designed a novel virtual reality (VR) based driving simulator for driving skill training for individuals with ASD. In this paper, we explored the feasibility of detecting engagement level, emotional states, and mental workload during VR-based driving using EEG as a first step towards a potential EEG-based Brain Computer Interface (BCI) for assisting autism intervention. We used spectral features of EEG signals from a 14-channel EEG neuroheadset, together with therapist ratings of behavioral engagement, enjoyment, frustration, boredom, and difficulty to train a group of classification models. Seven classification methods were applied and compared including Bayes network, naïve Bayes, Support Vector Machine (SVM), multilayer perceptron, K-nearest neighbors (KNN), random forest, and J48. The classification results were promising, with over 80% accuracy in classifying engagement and mental workload, and over 75% accuracy in classifying emotional states. Such results may lead to an adaptive closed-loop VR-based skill training system for use in autism intervention.