Les diplomates haven't been seen in the top flight since their relegation in the 2011-12 season and are looking to end this decade-long drought.
Finishing in third place in Ligue 2's end-season standings, just a point behind directly promoted Ajaccio, Auxerre later saw off Sochaux 5-4 on penalties to reach this stage.
St-Etienne, meanwhile, are fighting to stay in Ligue 1 for what would be their 19th consecutive year in the top flight.
With just 32 points from 38 games, the Greens finished in 18th place after the regular season, but all's not lost yet.
Auxerre vs St-Etienne Head-To-Head
Auxerre have won eight of their previous 23 clashes with St-Etienne, losing five.
Les diplomates also won their last meeting with Sainté, securing a 3-0 victory in a French Cup clash in February 2017.
Auxerre Form Guide (all competitions): D-W-W-W-D
St-Etienne Form Guide (all competitions): D-L-L-L-L
Auxerre vs St-Etienne Team News
Theo Pellenard is out for the home side with an injury but they still have top-scorer Gaetan Charbonnier available to lead the line.
He struck 17 goals in Ligue 2 this season.
Injured: Theo Pellenard
The Greens have a clean bill of health going into Thursday and will receive a further boost as former Manchester City defender Eliaquim Mangala returns from a suspension.
Auxerre vs St-Etienne Predicted XI
Auxerre (4-1-4-1): Donovan Léon; Carlens Arcus, Jubal, Alexandre Coeff, Quentin Bernard; Birama Touré; Lassine Sinayoko, Gauthier Hein, Hamza Sakhi, Mathias Autret; Gaëtan Charbonnier.
St-Etienne (3-4-1-2): Paul Bernardoni; Falaye Sacko, Eliaquim Mangala, Mickael Nade; Sada Thioub, Zaydou Youssouf, Mahdi Camara, Miguel Trauco; Adil Aouchiche; Denis Bouanga, Wahbi Khazri.
Auxerre vs St-Etienne Prediction
St-Etienne have more quality in their side than Auxerre but defeating the Ligue 2 side at their own ground will not be easy.
The Diplomats have lost just two of their last 10 games at the Stade Abbe Deschamps, winning six.
The Greens, meanwhile, haven't won in their last seven games away from home since beating Clermont Foot 2-1 in February.
All things considered, this could end up in a share of the spoils with all to play for in the return leg on Sunday in St-Etienne.
Prediction: Auxerre 1-1 St-Etienne