Les Gones, who have lost several important players during the close season, most notably France midfielder Florent Malouda to Chelsea, dominated and were never in danger.
Czech striker Milan Baros (pictured) opened the scoring on 32 minutes, collecting a through ball from midfielder Jeremy Toulalan to beat Auxerre keeper Olivier Sorin from close range.
France forward Karim Benzema doubled the advantage 20 minutes from time with a superb shot from the edge of the box.
Metz, back in the top flight after winning the Ligue 2 title last season, lost 1-0 at Le Mans in their opening match of the campaign earlier on Sunday.
Serbia defender Marko Basa headed home the only goal of the match in the first half.