Auld started junior career with the North Bay Centennials of the Ontario Hockey League (OHL) at the tail end of the 1997–98 season, appearing in six games without registering a win. After appearing in 38 games the following season, Auld was selected in the second round, 40th overall, of the 1999 NHL Entry Draft by the Florida Panthers. He would finish out his junior career with the Centennials, spending two more seasons as their starting goaltender. In his final season, Auld was named to Team Canada for the 2001 World Junior Ice Hockey Championships, where he backed up Maxime Ouellet. Later that same season, Auld was traded to the Vancouver Canucks for a third round pick in the 2002 NHL Entry Draft and a compensatory pick in the 2001 NHL Entry Draft.