The friendly will take place on Saturday July 18 as Saints gear up for life in League One.
Head coach Mark Wotte said: "It's a fantastic fixture for us and Ajax always play attractive football. Their style of play is known around the world and everyone knows their history and tradition.
"They are a top European club and have a long track record of producing world-class players and great young talent.
"It's going to be an exciting fixture for everyone at Southampton."