The invention relates to the soybean variety designated XR33AU15X. Provided by the invention are the seeds, plants and derivatives of the soybean variety XR33AU15X. Also provided by the invention are tissue cultures of the soybean variety XR33AU15X and the plants regenerated therefrom. Still further provided by the invention are methods for producing soybean plants by crossing the soybean variety XR33AU15X with itself or another soybean variety and plants produced by such methods.