The shutout was the first of the season for Auld, and sixth of his career. After losing nine consecutive decisions, Auld has won two in a row.
Since replacing Craig Hartsburg as coach on Feb. 2, Cory Clouston has guided Ottawa to a 5-1-1 record. The Senators are in 11th place in the Eastern Conference with 52 points.
"We got off to a really good start, in the second we were a little bit complacent, and then in the third we played really well, really solid defensively," Clouston said. "I thought Alex looked really comfortable in goal and did exactly what we needed him to do."
Foligno gave the Senators a 1-0 lead at 5:20 of the opening period.
Nashville goaltender Pekka Rinne's attempted clearing pass was intercepted inside the Predators blue line by Mike Fisher, who carried the puck down the right side and slid a pass to Foligno in the low slot. Foligno sent a wrist shot over the glove of Rinne just inside the post for his 10th goal of the season.
"We got off to a great start in the first period," Fisher said. "Our neutral zone play these last few games has been night and day different from before. We are creating turnovers and because of that we are allowed to use our speed and skill and go the other way." Foligno has scored four goals in his last six games, with his last two being game-winners.
"I tried to get it off of the ice, but I didn't get it off of the ice and they had it on a two-on-one," Rinne said. "They put it in the back of the net. That is my mistake and that should not happen."
Heatley doubled Ottawa's lead at the 13:56 mark of the first.
His wrist shot from the lower-left circle deflected off of Rinne's right shoulder and into the net for his 26th goal. He has scored four times in his last three games.
"We had a good first period, obviously Nick had a big goal to start us off, and to come out of the first period up 2-0 is a good start," Heatley said. "Initially I was looking to pass, but the defenseman did a good job of taking that away so I was just trying to get a corner and I was lucky to get it in off of his arm."
The Predators, also on the outside looking in at the playoffs, have lost three of their last five.
"We came out and stood around and watched a team that is playing very well right now," Nashville coach Barry Trotz said. "We've done that four of our last five games, and we are 1-3 when we have done that. That's not a good recipe."
With an assist, Jason Spezza extended his points scoring streak to six games. ... Ottawa's last win in Nashville was March 24, 2001. ... After winning the first four games of their five-game road trip, the Senators will go for the sweep Tuesday in Denver against the Avalanche. ... Nashville is 2-for-35 on the power play in their last 10 games.