Auburn hit just 37.3 percent of its field goals and the Tigers made just 3-13 treys and 14-26 foul shots.
Jacksonville, which improved to 4-1, made 46.6 percent of its field goals, 6-18 threes and 9-19 free throws.
Earnest Ross led the Tigers with 18 points and 11 rebounds while Rob Chubb came off the bench to contribute 10 points and seven rebounds.
"I think they out-played us and we didn't have the heart to come back and win," Ross said.
The game, which featured full-court pressure from the Dolphins for the whole night and part of the game by the Tigers, was full of turnovers. The Tigers committed 22 and they Dolphins weren't much better with 19.
"The press that they were in caused some turnovers," Ross said. "The teams that we play are going to press us a lot. That is something that we are going to have to get used to."
Ross, a sophomore, said Auburn's shooting woes are something that Coach Tony Barbee can't fix by himself. Ross said it is up to the players to put in the hours on their own to get their shooting up to par.
Commenting on his team's shooting, Barbee said, "I said that from day one this will be an offensively-challenged team. It is what it is."
Barbee said that Ross is playing well offensively and Chubb is too, but he said the Tigers need other players to step up like Andre Malone and Kenny Gabriel. Malone scored seven points and hit just 1-5 field goals. Gabriel was 2-5 from the field for four points.
"We are not strong enough as an offensive team to have guys disappear," Barbee added. "When you are playing with a team that most nights is probably going to be out-talented--the other team tonight, Jacksonville, was obviously more athletic, quicker and faster than we were--you have got to do the little things. You have got to win the battle of the loose balls, the loose rebounds and all of those things. I?thought that was the difference tonight."
Auburn took an early lead of six points, but the Dolphins rallied to build the lead to as many as 12 points at the 8:11 mark. However, by halftime the Tigers had cut the margin to 33-29.
Ross led the Tigers in scoring at the break with nine points and seven rebounds.
In the first half Auburn hit 11-31 field goals (35.5 percent) while the Dolphins hit 14-31 (45.2 percent). Auburn was 1-5 on threes and 6-13 at the free throw line. Jacksonville made 4-11 threes and 1-4 free throws.
Auburn held a 23-19 rebounding edge at the break and had 10 turnovers while the Dolphins turned the ball over 13 times.
Auburn stayed within striking range in the second half until the final minutes when Jacksonville pulled away for a comfortable victory.
Finishing games has been a problem for this team. "It was a two possession game under four minutes and we got a point blank layup with nobody near us and missed and then they took advantage," Barbee pointed out.
The Tigers will return to action on Tuesday at 7 p.m. at the Auburn Arena vs. Georgia Southwestern.