Michael Ruhs punished the premiers from a poor turnover to open the scoring on Saturday at Ironbark Fields in the 18th minute before Noah Botic and Angus Thurgate hit the scoresheet.
Auckland substitutes Neyder Moreno and Jesse Randall scored in the 62nd minute and five minutes into added time respectively to keep the home side alert.
But a goal by Western United's Oliver Lavale in the final minute settled the matter.
The result was not enough for Western to realise their Asian Champions League Elite aspirations after Melbourne City defeated Sydney FC 5-1 earlier in the day to seal second place in the final regular-season round.
John Aloisi's side at least sealed third and a home elimination final next week against Adelaide United.
Auckland and City will enjoy a week off before hosting the first of a two-legged semi-final.
It was the first time the Black Knights had suffered a defeat since their 1-0 loss to Perth Glory in January this year.
"Sometimes it happens after you win the premiership. It happened to me before at Sydney (FC)," Auckland coach Steve Corica said.
"The boys just switched off for a little bit, but we've got the finals to start thinking about and that's our main focus right now.
"Johnny said, 'See you in the final'. I said, 'I hope not'."
Aloisi chipped in: "I said, 'I hope we see you in the grand final'. We've got a lot of games to play before we get there.
"He did say he hopes not because we're the team that beat them twice this year and maybe he's feeling we're a bit of a bad omen for them."
Ruhs found the back of the net when opposition midfielder Marles Francois, receiving the ball from Nando Pijnaker, gave up possession under hot pressure from Western United's Tomoki Imai.
With the Auckland defence rattled, Ruhs easily slotted for the opener in injured striker Hiroshi Ibusuki's absence.
Ibusuki is expected to make his return from a calf injury next week.
Botic slotted his 12th goal of the season with a header in the 23rd minute following a corner kick.
A superb pass from Riku Danzaki looped over defender Pijnaker before Thurgate buried for the home side's third goal in the 49th minute.
Western United's win comes after welcome news of KAM Melbourne, a subsidiary of real estate moguls KAM Sports, taking a majority stake in the club and parent company Western Melbourne Group.
The club, whose finances have been under a microscope in recent months, also received a three-window ban from FIFA on registering new players earlier in the week.
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