The New Zealand-based expansion club beat Newcastle Jets 2-0 at their Mount Smart Stadium home with two goals in the last seven minutes on Saturday to make it five wins out of five in their first season.
They also retained the only unblemished defensive record in the A-League, having scored eight goals and conceded none.
The perfect start through five games is unmatched since 1977, when the now-defunct Western Suburbs Soccer Club achieved the feat in the first season of the A-League's predecessor, the National Soccer League.
The run of clean sheets from the start of the campaign matches the A-League mark set in 2007 by the Central Coast Mariners.
"Obviously very happy. That's five wins on the trot, five clean sheets. A pretty amazing start," Auckland coach Steve Corica told reporters.
"They're working hard. You can see how hard they're working to keep a clean sheet. It's hard to stop every opportunity."
Next weekend, Auckland host Wellington Phoenix in a New Zealand derby.