With the development of ultra-high voltage (UHV) power system, the capacity of auto-transformer gets lager and its zero-sequence impedance gets smaller accordingly. Therefore, the zero-sequence directional relay may have poor sensitivity due to the small zero-sequence voltage, although the zero-sequence current threshold is reached. The large value of zero-sequence current of the neutral point in auto-transformer is not utilized effectively. In view of this problem, the relationship of zero-sequence current phases between the neutral points on high voltage side and medium voltage side is analyzed, and a new auto-transformer pilot protection scheme based on the zero-sequence current comparison is proposed. With the zero-sequence current of neutral point as reference, the fault direction can be determined by comparing the phase shift between zero sequence current of high voltage side, medium voltage side and the reference current. So the internal fault and external fault can be discriminated. The proposed scheme eliminates the adverse effects yielded by zero-sequence voltage effectively. The results of dynamic simulation experiment and digital simulation show that the proposed directional relay can detect turn-to-ground and turn-to-turn fault reliably and sensitively even with the serious saturation of current transformer.