Auray Gourmet was founded in 1999 as Auray Cheese Shop by Warren Reid and Dale Saffir. Both had significant experience operating a gourmet cheese business in Philadelphia. They named the store after Auray, a town on the Atlantic coast of Brittany in France where Benjamin Franklin first landed in 1776 during the War of Independence to seek aid from Louis XVI. They operated for almost six years from a few hundred square feet on Palmer Avenue in Larchmont, New York, becoming a local institution.
In 2005, Reid and Saffir sold the store to Matthew Peretz, who in 2007 invited Carolynn Dilworth to join as a business partner and shareholder. Carolynn brought experience in gourmet cooking and catering, both in the U.S. and Hamburg, Germany, as well as business skills from her former life as a a commercial and investment banker in New York, Frankfurt and Hamburg. In early 2008 they decided to expand the business concept and find a new location. The new concept would not only expand the product offering, but also have a full kitchen, offer in-store dining and have room to support catering, gift baskets, party platters and internet sales. On August 4, 2008, the new location opened at 144 Larchmont Avenue in Larchmont, NY. Peretz left the business in early 2009.