Preheat the oven to 350. Prepare the butternut squash by washing it, it in half long ways and removing the seeds. Place the squash in a glass oven safe dish and it with the olive oil. Place it in the oven for about an hour. It is done when it is fork tender.
Place the chicken broth, onion and apple in a large pot. Bring to a boil and than turn down to simmer for 15 minutes.
Once the butternut squash is done cooking, let cool. Remove the skin and chop into cubes.
Add the butternut squash, brown sugar and coconut milk to the chicken broth. Heat to melt the brown sugar.
Now use an immersion blender to smooth the soup in the pot. If you do not have an immersion blender, you can use a regular blender, and blend the soup in batches. Return all the soup to the pot, and mix well.
Enjoy the soup! You can also put soup into containers and freeze for up to 3 months.