Auxerre have blown hot and cold in their last five fixtures as they have managed to bag just one win and have lost two and drawn two.
Villarreal have made an explosive start to La Liga this season. They are sitting at the top of the table with six points from two games.
Being regarded as one of the early title challengers, Emery's side will look to go deep in this competition.
Vitoria de Guimaraes will be hosting Hajduk Split in the second leg of the Europa Conference League qualifiers on Wednesday.