French international Gignac, criticised for his poor form since joining from Toulouse last year, netted his second goal in two games to send Marseille through to the Stade de France showdown against Montpellier who saw off Paris Saint-Germain on Tuesday.
"Last year's victory was very important for the squad," Marseille coach Didier Deschamps told French TV channel France 3.
OM won six Ligue 1 games in a row following their 3-1 defeat of Bordeaux in last year's League Cup final, going on to clinch their first league title since 1992.
"We are extremely happy tonight and I am proud of what we achieved," Deschamps added.
Auxerre were quickly overwhelmed by Marseille's power and the visitors were rewarded on the stroke of half-time when Taye Taiwo found Brandao at the far post for the Brazilian striker to head home.
The hosts improved after the break but Marseille stepped up the pace again midway through the second half.
Following a one-two with Lucho Gonzalez, Gignac, who scored in the 2-1 Ligue 1 win over Girondins Bordeaux on Sunday, fired a 20-metre shot into the top corner after 68 minutes to wrap up victory.
