An auxiliary differential equation finite-difference time-domain (ADE-FDTD) methodology for anisotropic magnetized plasmas is derived. The method is based on a difference approximation of the auxiliary differential equation. A comparison with the JEC method is included. The CPU time saving by several times and accuracy of the method are confirmed by computing the reflection and transmission through a magnetized plasma layer, with the direction of propagation parallel to the direction of the biasing field.