
<PAGE>   1
  As filed with the Securities and Exchange Commission on February 16, 2000.
                                                      Registration No. 333-____

                       SECURITIES AND EXCHANGE COMMISSION
                              WASHINGTON, DC 20549

                                    FORM S-8
                             REGISTRATION STATEMENT
                                      UNDER
                           THE SECURITIES ACT OF 1933

                              CSK AUTO CORPORATION
            (Exact Name of Registrant as Specified in its Charter)
            Delaware                                             86-0765797
  (State or Other Jurisdiction                                  (I.R.S. Employer
      of Incorporation or                                 Identification Number)
         Organization)

                            645 EAST MISSOURI AVENUE
                             PHOENIX, ARIZONA 85012
          (Address of Principal Executive Offices, including Zip Code)



                              CSK AUTO CORPORATION
                      2000 SENIOR EXECUTIVE STOCK LOAN PLAN
                            (Full Title of the Plan)

                               MAYNARD L. JENKINS
                              CSK AUTO CORPORATION
                            645 EAST MISSOURI AVENUE
                                PHOENIX, AZ 85012
                     (Name and Address of Agent for Service)

                                 (602) 265-9200
          (Telephone Number, Including Area Code, of Agent for Service)


                                   Copies to:
                             RICHARD M. RUSSO, Esq.
                           Gibson, Dunn & Crutcher LLP
                       1801 California Street, Suite 4100
                           Denver, Colorado 80202-2641
                                 (303) 298-5700


================================================================================
                         CALCULATION OF REGISTRATION FEE
--------------------------------------------------------------------------------
                                         PROPOSED MAXIMUM
TITLE OF SECURITIES                     AGGREGATE OFFERING         AMOUNT OF
 TO BE REGISTERED                           PRICE (1)          REGISTRATION FEE
--------------------------------------------------------------------------------
Common stock, par
  value $.01 ("Common Stock")..............$2,000,000               $528.00
--------------------------------------------------------------------------------
(1)   Estimated solely for the purpose of calculating the registration fee in
      accordance with Rule 457(o) under the Securities Act of 1933, as amended.
================================================================================
<PAGE>   2
                                     PART I

              INFORMATION REQUIRED IN THE SECTION 10(a) PROSPECTUS

            The document(s) containing the information called for in Part I of
Form S-8 will be provided to participants in the prospectus for the CSK Auto
Corporation 2000 Senior Executive Stock Loan Plan (the "Plan"). Such information
is omitted from this registration statement in accordance with Rule 428 under
the Securities Act of 1933, as amended (the "Securities Act") and the Note to
Part I of Form S-8.











                                      I-1
<PAGE>   3

                                     PART II

               INFORMATION REQUIRED IN THE REGISTRATION STATEMENT

ITEM 3.  INCORPORATION OF DOCUMENTS BY REFERENCE.

            The following documents of the Company heretofore filed with the
Securities and Exchange Commission (the "Commission") are hereby incorporated in
this Registration Statement by reference:

(1)   The Company's latest annual report filed pursuant to Section 13(a) or
      15(d) of the Securities Exchange Act of 1934, as amended (the "Exchange
      Act"), that contains audited financial statements for the Company's latest
      fiscal year for which such statements have been filed;

(2)   All other reports filed pursuant to Section 13(a) or 15(d) of the Exchange
      Act since the end of the fiscal year covered by Company's latest annual
      report or prospectus referred to in (1) above;

(3)   The description of the Common Stock set forth under the caption
      "Description of Capital Stock" in the Company's effective registration
      statement on Form S-1 (File No. 333-43211), together with any amendment or
      report filed with the Commission for the purpose of updating such
      description.

            All reports and other documents subsequently filed by the Company
pursuant to Sections 13(a) and (c), 14 and 15(d) of the Exchange Act prior to
the filing of a post-effective amendment which indicates that all securities
offered hereunder have been sold or which deregisters all such securities then
remaining unsold shall be deemed to be incorporated by reference in this
Registration Statement and to be a part hereof from the date of filing of such
reports and documents.

            Any statement contained herein or in a document incorporated or
deemed to be incorporated by reference herein shall be deemed to be modified or
superseded for purposes of this Registration Statement to the extent that a
statement contained herein or in any other subsequently filed document which
also is or is deemed to be incorporated by reference herein modifies or
supersedes such earlier statement. Any statement so modified or superseded shall
not be deemed, except as so modified or superseded, to constitute a part of this
Registration Statement.

ITEM 4.  DESCRIPTION OF SECURITIES.

            Not applicable.

ITEM 5.  INTERESTS OF NAMED EXPERTS AND COUNSEL.

            Not applicable.

ITEM 6.  INDEMNIFICATION OF DIRECTORS AND OFFICERS.


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<PAGE>   4
      Section 145 of the Delaware General Corporation Law (the "DGCL") makes
provisions for the indemnification of officers and directors of corporations in
terms sufficiently broad to indemnify the officers and directors of the Company
under certain circumstances from liabilities (including reimbursement of
expenses incurred) arising under the Securities Act of 1933, as amended (the
"Securities Act").

      As permitted by the DGCL, the Company's Restated Certificate of
Incorporation, as amended (the "Charter"), provides that, to the fullest extent
permitted by the DGCL, no director shall be liable to the Company or to its
stockholders for monetary damages for breach of his fiduciary duty as a
director. Delaware law does not permit the elimination of liability (i) for any
breach of the director's duty of loyalty to the Company or its stockholders,
(ii) for acts or omissions not in good faith or which involve intentional
misconduct or a knowing violation of law, (iii) in respect of certain unlawful
dividend payments or stock redemptions or repurchases, or (iv) for any
transaction from which the director derives an improper personal benefit. The
effect of this provision in the Charter is to eliminate the rights of the
Company and its stockholders (through stockholders' derivative suits on behalf
of the Company) to recover monetary damages against a director for breach of
fiduciary duty as a director thereof (including breaches resulting from
negligent or grossly negligent behavior) except in the situations described in
clauses (i)-(iv), inclusive, above. These provisions will not alter the
liability of directors under federal securities laws.

      In addition, the Charter provides that the Company may indemnify any
person who was or is a party or who was or is threatened to be made a party to
or is otherwise involved in any threatened, pending or completed action, suit or
proceeding (including, without limitation, one by or in the right of the Company
to procure judgment in its favor), whether civil, criminal, administrative or
investigative, by reason of the fact that he or she is or was a director,
officer, employee or agent of the Company or is or was serving at the request of
the Company as a director, officer, employee or agent of any other corporation
or enterprise, from and against any and all expenses (including attorney's
fees), judgments, fines and amounts paid in settlement actually and reasonably
incurred by such person. The Charter also provides that the indemnification
provided in the Charter shall not be deemed exclusive of any other rights to
which the indemnified party may be entitled and that the Company may maintain
insurance, at its expense, to protect itself and any director, officer, employee
or agent of the Company or any other corporation or enterprise against expense
liability or loss whether or not the Company would have the power to indemnify
such person against such expense, liability or loss under the DGCL or under the
Charter.

      The Company's By-Laws (the "Bylaws") provide that the Company may
indemnify any person who was or is a party or is threatened to be made a party
to any threatened, pending or completed action, suit or proceeding, whether
civil, criminal, administrative or investigative (other than an action by or in
the right of the Company) by reason of the fact that he is or was a director,
officer, employee or agent of the Company or is or was serving at the request of
the Company as a director, officer, employee or agent of any other corporation
or enterprise, against expenses (including attorneys' fees), judgments, fines
and amounts paid in settlement actually and reasonably incurred by such person
in connection with such action, suit or proceeding if such person acted in good
faith and in a manner he reasonably believed to be in or not opposed to the best
interests of the Company, and, with respect to any criminal action or
proceeding, had no reasonable cause to believe such person's conduct was
unlawful.
                                      II-2
<PAGE>   5
      The Bylaws also provide that the Company may indemnify any person who was
or is a party or is threatened to be made a party to any threatened, pending or
completed action or suit by or in the right of the Company to procure judgment
in its favor by reason of the fact that such person acted in any of the
capacities set forth above, against expenses (including attorneys' fees)
actually and reasonably incurred by such person in connection with the defense
or settlement of such action or suit if such person acted under similar
standards, except that no indemnification may be made in respect of any claim,
issue or matter as to which such person shall have been adjudged to be liable to
the Company unless and only to the extent that the Court of Chancery of the
State of Delaware or the court in which such action or suit was brought shall
determine that despite the adjudication of liability but in view of all the
circumstances of the case, such person is fairly and reasonably entitled to be
indemnified for such expenses which the Court of Chancery of the State of
Delaware or the court in which such action was brought shall deem proper.

      The Bylaws also provide that to the extent a director or officer of the
Company has been successful in the defense of any action, suit or proceeding
referred to in the previous paragraphs or in the defense of any claim, issue, or
matter therein, he shall be indemnified against expenses (including attorneys'
fees) actually and reasonably incurred by him in connection therewith and that
indemnification provided for in the Bylaws shall not be deemed exclusive of any
other rights to which the indemnified party may be entitled.

ITEM 7.  EXEMPTION FROM REGISTRATION CLAIMED.

            Not applicable.

ITEM 8.  EXHIBITS.

      Unless otherwise indicated below as being incorporated by reference to
another filing of the Company with the Commission, each of the following
exhibits is filed herewith:

      3.01  Restated Certificate of Incorporation of the Company, incorporated
            herein by reference to Exhibit 3.01 of the Company's annual report
            on Form 10-K, filed on April 28, 1999 (File No. 001-13927).

      3.02  Certificate of Correction of the Company, incorporated herein by
            reference to Exhibit 3.02 of the Company's annual report on Form
            10-K, filed on April 28, 1999 (File No. 001-13927).

      3.03  Amended and Restated By-Laws of the Company, incorporated herein by
            reference to Exhibit 3.03 of the Company's annual report on Form
            10-K, filed on April 28, 1999 (File No. 001-13927).

      4.01  CSK Auto Corporation 2000 Senior Executive Stock Loan Plan.

      4.02  Form of Common Stock Certificate, incorporated herein by reference
            to Exhibit 3.02 of the Company's registration statement on Form S-1
            (File No. 333-43211).

      4.03  Form of Promissory Note

      4.04  Form of Stock Pledge Agreement

                                      II-3

<PAGE>   6
      23.01 Consent of PricewaterhouseCoopers LLP

      24.01 Power of Attorney (included on signature page of this Registration
            Statement)

ITEM 9.  UNDERTAKINGS.

      (1) The undersigned Company hereby undertakes:

          (a) To file, during any period in which offers or sales are being
              made, a post-effective amendment to this registration statement:

              (i) To include any prospectus required by section 10(a)(3) of the
             Securities Act;

              (ii) To reflect in the prospectus any facts or events arising
             after the effective date of the registration statement (or the most
             recent post-effective amendment thereof) which, individually or in
             the aggregate, represents a fundamental change in the information
             set forth in the registration statement;

              (iii) To include any material information with respect to the plan
             of distribution not previously disclosed in the Registration
             Statement or any material change to such information in the
             Registration Statement;

            provided, however, that paragraphs (1)(a)(i) and (1)(a)(ii) do not
apply if the information required to be included in a post-effective amendment
by those paragraphs is contained in periodic reports filed by the Company
pursuant to Section 13 or Section 15(d) of the Exchange Act that are
incorporated by reference in this registration statement.

            (b)   That, for the purpose of determining any liability under the
                  Securities Act, each such post-effective amendment shall be
                  deemed to be a new registration statement relating to the
                  securities offered therein, and the offering of such
                  securities at that time shall be deemed to be the initial bona
                  fide offering thereof.

            (c)   To remove from registration by means of a post-effective
                  amendment any of the securities being registered which remain
                  unsold at the termination of the offering.

      (2) The undersigned Company hereby undertakes that, for purposes of
determining any liability under the Securities Act, each filing of the Company's
annual report pursuant to Section 13(a) or Section 15(d) of the Exchange Act
(and, where applicable, each filing of an employee benefit plan's annual report
pursuant to Section 15(d) of the Exchange Act) that is incorporated by reference
in the Registration Statement shall be deemed to be a new registration statement
relating to the securities offered therein, and the offering of such securities
at that time shall be deemed to be the initial bona fide offering thereof.

      (3) Insofar as indemnification for liabilities arising under the
Securities Act may be permitted to directors, officers and controlling persons
of the Company pursuant to the foregoing provisions, or otherwise, the Company
has been advised that in the opinion of the Securities and

                                  II-4

<PAGE>   7
Exchange Commission such indemnification is against public policy as expressed
in the Act and is, therefore, unenforceable. In the event that a claim for
indemnification against such liabilities (other than the payment by the Company
of expenses incurred or paid by a director, officer or controlling person of the
Company in the successful defense of any action, suit or proceeding) is asserted
by such director, officer or controlling person in connection with the
securities being registered, the Company will, unless in the opinion of its
counsel the matter has been settled by controlling precedent, submit to a court
of appropriate jurisdiction the question whether such indemnification by it is
against public policy as expressed in the Act and will be governed by the final
adjudication of such issue.


                                      II-5
<PAGE>   8
                                  SIGNATURES

      Pursuant to the requirements of the Securities Act of 1933, the Company
certifies that it has reasonable grounds to believe that it meets all the
requirements for filing on Form S-8 and has duly caused this Registration
Statement to be signed on its behalf by the undersigned, thereunto duly
authorized, in the City of Phoenix, State of Arizona, on this 14th day of
February, 2000.

                              CSK AUTO CORPORATION

                              By /s/ James Bazlen
                                ----------------------
                              James Bazlen
                              President and Chief
                              Operating Officer


                                POWER OF ATTORNEY

      Each person whose signature appears below constitutes and appoints Don W.
Watson, his true and lawful attorney-in-fact and agent, with full power of
substitution and resubstitution, for him and in his name, place and stead, in
any and all capacities, to sign any and all amendments (including post-effective
amendments) to this Registration Statement, and to file the same, with all
exhibits thereto and other documents in connection therewith, with the
Securities and Exchange Commission, granting unto said attorney-in-fact and
agent full power and authority to do and perform each and every act and thing
requisite and necessary to be done in and about the premises, as fully to all
intents and purposes as he might or could do in person, hereby ratifying and
confirming all that said attorney-in-fact and agent, or his substitute or
substitutes, may lawfully do or cause to be done by virtue hereof.

      Pursuant to the requirements of the Securities Act of 1933, this
Registration Statement has been signed by the following persons in the
capacities and on the dates indicated.
<TABLE>
<CAPTION>

   Signature                     Title                                Date
   ---------                     -----                                ----



<S>                       <C>                                    <C>

/s/ Maynard Jenkins        Chairman of the Board and            February 14, 2000
----------------------      Chief Executive Officer
  Maynard Jenkins         (Principal Executive Officer)


/s/ James Bazlen                  President,
----------------------      Chief Operating Officer             February 14, 2000
    James Bazlen                 and Director


/s/ Don Watson            Senior Vice President,Chief           February 14, 2000
----------------------   Financial Officer and Treasurer
     Don Watson             (Principal Financial and
                               Accounting Officer)

</TABLE>
                                      II-6
<PAGE>   9
<TABLE>
<CAPTION>



          Signature                       Title                   Date
          ---------                       -----                   ----

<S>                                     <C>                 <C>
      /s/ Morton Godlas
    --------------------------          Director            February 14, 2000
        Morton Godlas


      /s/ James O. Egan
    --------------------------          Director            February 14, 2000
        James O. Egan


    /s/ Christopher J. O'Brien
    --------------------------          Director            February 14, 2000
    Christopher J. O'Brien


     /s/ Charles J. Philippin
    --------------------------          Director            February 14, 2000
     Charles J. Philippin


       /s/ Robert Smith
    --------------------------          Director            February 14, 2000
         Robert Smith


    /s/ Christopher J. Stadler
    --------------------------          Director            February 14, 2000
    Christopher J. Stadler


        /s/ Jules Trump
    --------------------------          Director            February 14, 2000
         Jules Trump


       /s/ Eddie Trump
    --------------------------          Director            February 14, 2000
         Eddie Trump


      /s/ Savio W. Tung
    --------------------------          Director            February 14, 2000
        Savio W. Tung


      /s/ John F. Antioco
    --------------------------          Director            February 14, 2000
       John F. Antioco


    /s/ Charles K. Marquis
    --------------------------          Director            February 14, 2000
      Charles K. Marquis
</TABLE>
                                      II-7

<PAGE>   10
                                  EXHIBIT INDEX

  Exhibit                         Description
  -------                         -----------
  Number
  ------

   3.01      Restated Certificate of Incorporation of the Company, incorporated
             herein by reference to Exhibit 3.01 of the Company's annual report
             on Form 10-K, filed on April 28, 1999 (File No. 001-13927).

   3.02      Certificate of Correction of the Company, incorporated herein by
             reference to Exhibit 3.02 of the Company's annual report on Form
             10-K, filed on April 28, 1999 (File No. 001-13927).

   3.03      Amended and Restated By-Laws of the Company, incorporated herein by
             reference to Exhibit 3.03 of the Company's annual report on Form
             10-K, filed on April 28, 1999 (File No. 001-13927).

   4.01      CSK Auto Corporation 2000 Senior Executive Stock Loan Plan.

   4.02      Form of Common Stock Certificate, incorporated herein by reference
             to Exhibit 3.02 of Company's registration statement on Form S-1
             (File No. 333-43211).

   4.03      Form of Promissory Note

   4.04      Form of Stock Pledge Agreement

   23.01     Consent of PricewaterhouseCoopers LLP

   24.01     Power of Attorney (included on signature page of this Registration
             Statement)

                                      II-8



