However, Saint-Etienne soon began to assert their dominance on the contest, Brandao watching his shot from the centre of Sochaux penalty box saved.
Aubameyang could have doubled his tally on 36 minutes had Simon Pouplin not been able to keep his effort out.
However, Edouard Butin equalised in the 72nd minute when he received Privat's through-ball and slotted home with ease.
Fabien Lemoine, though, put Saint-Etienne back in the lead just five minutes later with a shot taken from outside the box.
The visitors could have secured a 3-1 win had Aubameyang not failed to successfully convert his penalty on 81 minutes that Roudet conceded due to a handball offence.