After an unsuccessful season with Florida, Auld signed a one-year contract with the Phoenix Coyotes on August 13, 2007. However, on a team with already with a wealth of goaltenders — Auld would compete for a job with David Aebischer and Mikael Tellqvist at the beginning of the season — Phoenix would pick up Ilya Bryzgalov off waivers from the Anaheim Ducks, leaving Auld as one of the odd goaltenders out. After nine appearances with Phoenix, on December 6, 2007, Auld was traded to the Boston Bruins for right winger Nate DiCasmirro and the Bruins' fifth-round pick in 2009.