Histopathological examination primarily relies on hematoxylin and eosin (H&E) and immunohistochemical (IHC) staining. Though IHC provides more crucial molecular information for diagnosis, it is more costly than H&E staining. Stain transfer technology seeks to efficiently generate virtual IHC images from H&E images. While current deep learning-based methods have made progress, they still struggle to maintain pathological and structural consistency across biomarkers without pixel-level aligned reference. To address the problem, we propose an Auxiliary Task supervision-based Stain Transfer method for multi-biomarkers (ATST-Net), which pioneeringly employs human annotation-free masks as ground truth (GT). ATST-Net ensures pathological consistency, structural preservation and style transfer. It automatically annotates H&E masks in a cost-effective manner by utilizing consecutive IHC sections. Multiple auxiliary tasks provide diverse supervisory information on the location and intensity of biomarker expression, ensuring model accuracy and interpretability. We design a pretrained model-based generator to extract deep feature in H&E images, improving generalization performance. Extensive experiments demonstrate the effectiveness of ATST-Net's components. Compared to existing methods, ATST-Net achieves state-of-the-art (SOTA) accuracy on datasets with multiple biomarkers and intensity levels, while also reflecting high practical value. Code is available at https://github.com/SikangSHU/ATST-Net.