The Tigers had a chance to win the game in the final minute, but couldn't hit key shots against an aggressive defense. AU coach Nell Fortner got a technical foul in the final minute after a no-call with the game on the line went against her Tigers.
Auburn made 24 field goals to 19 for the home team, but the Tigers didn't help their cause by hitting just 1-8 three-pointers and being out-rebounded 44-34.
Sherrell Hobbs led Auburn with 16 points while freshman guard Alli Smalley chipped in with 13 points and Trevesha Jackson came off the bench to score 12.
Kentucky, which improved to 9-9 overall and 3-1 in the SEC, was led by Sarah Elliott as she scored 14 points to go with seven rebounds.
Each team had 11 turnovers and the game was tied 29-29 at halftime.
Auburn, which falls to 13-5 overall and 1-2 in the league, returns to action at home on Thursday vs. LSU.