At the edge of the network with cache servers, researchers usually focused on how to cache the contents or how to deliver cached contents from edge network to user equipment (UE). In this paper, we study the content delivery scheme in ultra-dense network (UDN) scenario. Since small cells (SCs) are densely and largely deployed in UDNs, it is hard to operate the SCs with a central unit. Thus, our delivery scheme should be implemented in a distributed way. We firstly utilize auction to model the content delivery problem, where UE intend to acquire interested contents from SCs. Then, the content delivery relationship is constructed by the content trading process. Then, an auction based truthful and distributed content delivery (ATDCD) algorithm is designed. Within ATDCD, a distributed auctioneer protocol is introduced to effectively prevent SCs falling in to collusion and guarantee the c-resiliency for sellers. Extensive simulation results are done to show that ATDCD can achieve truthfulness as well as high performance.