Auxiliary basis sets for use in the density fitting Hartree-Fock approximation have been developed for the second-row elements Na-Ar, specifically for use with the correlation consistent cc-pV(n+d)Z (n = D-5) orbital basis sets, where the +d indicates the inclusion of an additional set of d-type functions required for accurate calculations on these elements. This was achieved through the addition of "tight" 1f1g functions to the existing cc-pVnZ/JKFit auxiliary sets, and re-optimization of all of the f-and g-type exponents. The exception to this is cc-pV(D+d)Z/JKFit, which is created by simply removing all g-type functions from cc-pV(T+d)Z/JKFit. For sodium and magnesium, the cc-pVnZ/JKFit auxiliary sets were also optimized in this work, and aug-cc-pV(n+d)Z/JKFit sets for use with diffuse augmented orbital basis sets were produced for all elements under consideration. Benchmarking of the newly developed sets for molecular energies, reaction energies and the spectroscopic constants of the SO molecule show that density fitting errors are reduced compared to using the cc-pVnZ/JKFit auxiliary sets, and that the error reduces as the basis set cardinal number increases.