The French side had gone 628 minutes without conceding until 19 minutes from time when Theo Lucius scrambled home a somewhat fortunate equaliser, after Teemu Tainio had given the home side the lead.
PSV started the game brightly and almost took the lead after five minutes, but John de Jong flicked Mark van Bommel's free kick just wide of the post.
Tainio (pictured) then forced a good save from PSV keeper Ronald Waterreus, as the home side came into the game.
Djibril Cisse then showed his qualities as he powered his way onto a through ball from Phillipe Violeau but he slid his shot wide.
PSV then suffered a major injury blow when Chelsea's new signing Arjen Robben was forced off after 33 minutes with a serious looking hamstring problem and South Korean Park Ji-sung was brought into the action.
The loss of Robben seemed to cause a bit of confusion for the visitors and Auxerre took advantage when they took the lead just moments later.
The goal was created by captain Yann Lachuer, who swung over a cross from the right and that was met brilliantly by Tainio who volleyed home at the far post.
Auxerre pushed forward again and another cross from Lachuer caused all sorts of trouble and Waterreus was needed to tip over from underneath his own crossbar.
The French outfit continued their pressure into the second period and Bonaventure Kalou went close with a brilliant volley from 25 yards.
Then from almost nothing, PSV levelled after 71 minutes and in-turn took Auxerre's defensive record.
Substitute Park hit a speculative effort towards goal, but Fabien Cool could not deal with it and he palmed the ball into the path of Lucius, who easily headed into an empty net.
Auxerre were shell-shocked and Guy Roux's side never got back into the game, which allowed PSV to sit back and seal a fortunate draw.
