The Ladies' Auxiliary has been affiliated with the Knights of St. John, International since 1894. The Supreme Auxiliary was formed in 1900 and became incorporated in 1938. The Supreme Auxiliary and the Supreme Commandery meet in separate Conventions at the same time and in the same location every even numbered year.

Over the years, the Auxiliaries have maintained a spirit of sisterhood which allows them to care for their members in a spiritual and corporal way. Members go out of their way to provide for their sick and needy sisters.

Charity is a mainstay of all the Auxiliaries. The Theresa Johana Memorial Fund maintained by the Supreme Auxiliary with only four cents a month per member has made numerous contributions to the Red Cross, Catholic Bishops' Relief Fund, American Heart Association, Muscular Dystrophy, Cancer Society, children's homes, abused women's shelters, the homeless, hospices, missionary societies and to victims of natural disasters. In addition this fund has made possible the contribution of the Rose Window over the main entrance to the Basilica of the Shrine of the Immaculate Conception, Washington, D.C. along with the St. Anne altar in the Crypt Church of the Shrine.

Subordinate Auxiliaries support charities of their choosing.

The Supreme Auxiliary also sponsors a Student Incentive Awards program for Junior Auxiliary members. This program provides an opportunity for Junior members to receive cash awards to assist in their educational goals.

Many Subordinate, District or Grand Auxiliaries sponsor social or sporting events that bring their members together.

The Auxiliary has always been under the patronage of the Blessed Virgin Mary.