Kelvin Davis made up for his side's 5-0 thrashing at the hands of Sheffield Wednesday last month with a string of fine saves.
The former Ipswich goalkeeper denied Wednesday striker Akpo Sodje with a fantastic block in the 22nd minute.
Sodje had jinked through two challenges before unleashing a 20-yard pile-driver that Davis dived full-length to tip away.
Southampton hit back before the break in front of the lowest crowd at St Mary's since it opened in 2001.
Midfielder Andrew Surman put in a tame 20-yard shot that Lee Grant could only palm away onto the feet of Southampton defender Alan Bennett.
But Reading loanee Bennett somehow managed to screw his shot wide from only four yards out as the chance went begging.
That missed opportunity showed why Southampton have only scored in two of their last seven games.
Saints striker Stern John then tried an audacious lob in first-half stoppage-time.
John hit the ball on the volley from fully 45 yards, but Wednesday goalkeeper Lee Grant back-pedalled furiously to gather the ball in his arms.Bradley Wright-Phillips came close to breaking the deadlock just after the interval, but found Grant in inspired form.
Wright-Phillips beat two challenges before striking the ball goalwards from ten yards, but Grant flung up an arm to push the ball out for a corner.
Wright-Phillips again went close in the 56th minute when he hit a right-footed 18-yard shot that went just a yard wide of the left-hand post.
Midfielder Adam Hammill then crossed for Jason Euell to head over the bar from ten yards and Marcus Tudgay almost stole the three points for Wednesday in the 89th minute only for Davis to save his 20-yard right-foot shot.
John almost grabbed a winner deep into stoppage time, but hit the ball over the bar from 15 yards with the goal at his mercy.