We propose a mechanism to simultaneously enhance quantum cooling and entanglement via coupling an auxiliary microwave cavity to a magnomechanical cavity. The auxiliary cavity acts as a dissipative cold reservoir that can efficiently cool multiple localized modes in the primary system via beam-splitter interactions, which enables us to obtain strong quantum cooling and entanglement. We analyze the stability of the system and determine the optimal parameter regime for cooling and entanglement under the auxiliary-microwave-cavity-assisted (AMCA) scheme. The maximum cooling enhancement rate of the magnon mode can reach 98.53%, which clearly reveals that the magnomechanical cooling is significantly improved in the presence of the AMCA. More importantly, the dual-mode entanglement of the system can also be significantly enhanced by AMCA in the full parameter region, where the initial magnon-phonon entanglement can be maximally enhanced by a factor of about 11. Another important result of the AMCA is that it also increases the robustness of the entanglement against temperature. Our approach provides a promising platform for the experimental realization of entanglement and quantum information processing based on cavity magnomechanics.