Auxiliadora Caballero studied piano at the Seville Higher Conservatory of Music, where she also studied organ under the tutelage of Andrés Cea Galán. Later on, she continued perfecting her piano and organ skills in Switzerland with Els Biesemans (organ) and Prof. Karl-Andreas Kolly (piano). She additionally took specialized courses and masterclasses taught by Jean Claude- Zehnder, Olivier Latry, Gerhard Gnann, Leo Van Doeslaar, Bine Katrine Bryndorf, Bernhard Haas, Pieter Dirksen, and Christophe Mantoux.

She holds a Masters degree in Musical Research by the Universidad Internacional de Valencia. Her Masters thesis was focused on the Spanish composer Eduardo Torres.

She has performed as a soloist, as a member of chamber music ensembles and orchestras in Spain, Switzerland, Italy, Germany, and Finland.

She currently combines her professional activities as an organist in Zurich with her concert performances.

Her piano repertoire includes works from Mozart, Haydn, Beethoven, Grieg, or Chopin, algonside interpretations of the Spanish works of Turina, Falla, Granados, and Albéniz. She has recently published a piano solo album, Escenas y paisajes de entresiglos, that covers previously unrecorded works from several Spanish composers from late XIX and early XX centuries. For organ, aside from her dedication to Bach's, Buxtehude's, or Muffat's works, she pays special attention to the dissemination of the iberian repertoire from XVI to XVIII centuries.