The hosts have won each of their last five games on home soil, while the visitors have failed to win any of their last seven matches on the road.
After finishing the Ligue 2 campaign in third place and missing out on automatic promotion by just one point, Auxerre managed to edge past Sochaux 6-5 on penalties in the playoff semi-final last Friday.
Les Diplomates dominated for 120 minutes but were wasteful in the final third, registering only five of their 22 shots on target. Both sides were eventually forced to settle the tie on penalties, with goalkeeper Donovan Leon saving Yann Kitala's spot kick to send Auxerre through to the playoff final.
Auxerre are now just two games away from returning to the top flight for the first time in a decade, and they head into Thursday's first leg in fantastic form having lost only one of their last 17 league games.
Jean-Marc Furlan's men are also unbeaten in each of their last nine meetings against Saint-Etienne, with their last defeat against them dating back to December 2008 when they lost 2-0 away from home.
While Auxerre head into Thursday's clash on a high, 10-time Ligue 1 champions Saint-Etienne face the daunting prospect of second-tier football for the first time since 2003-04.
A run of four successive defeats meant that Les Verts would head into the final day in the bottom two and at serious risk of relegation. However, in Saturday's game away at Nantes, Pascal Dupraz's men came from behind to claim a crucial point which moved them up to 18th place – the relegation playoff position – and helped them avoid an immediate drop to the second tier.
Victories have been hard to come by for Saint-Etienne this term and they finished the league campaign with only seven wins to their name; only relegated duo Metz and Bordeaux claimed fewer.
Les Verts have also struggled defensively of late, failing to keep a clean sheet in each of their last 10 matches and conceding 27 goals in the process.
Saint-Etienne have failed to win any of their last six away encounters against Auxerre and considering the home side's form, they will need to be on top of their game if they wish to take an advantage into Sunday's second leg.
Top scorer Gaetan Charbonnier, who has found the net 17 times this season, could be supported in attack by Lassine Sinayoko and Mathias Autret, while the rest of the side which started on Friday is set to remain intact.
As for Saint-Etienne, they have a clean bill of health so Dupraz will have a fully-fit squad to choose from on Thursday.
Auxerre possible starting lineup:
Leon; Arcus, Jubal, Coeff, Bernard; Toure; Sinayoko, Hein, Sakhi, Autret; Charbonnier
Saint-Etienne possible starting lineup:
Bernardoni; Sacko, Mangala, Nade; Thioub, Camara, Youssouf, Trauco; Nordin, Khazri, Bouanga
We say: Auxerre 1-1 Saint-Etienne
Saint-Etienne are likely to have enough quality in the final third to cause problems on Thursday and they will fancy their chances of claiming a result.
Auxerre will also be confident of success given their impressive run of form, but with little to separate these two teams, a score draw could be on the cards.
For data analysis of the most likely results, scorelines and more for this match please click here.