The Wanderers boss has remained level-headed throughout the club's quest to reach the Premier League, despite seeing his side occupy top spot in England's second tier for almost the entire season.
All three goals of Wolves' goals came in the first 19 minutes as they bounced back from the disappointment of Monday's 2-0 defeat to second-placed local rivals Birmingham to regain their five-point lead at the summit.
The victory now piles the pressure on promotion rivals Blues, Sheffield United and Reading ahead of a further round of fixtures for everyone on Easter Monday.
After recording their biggest win since since December's 3-0 triumph over Derby, when asked whether his side had sent out a statement, McCarthy simply replied: "It's three points. It means I can enjoy a bottle of beer tonight and watch everybody else.
"For today, for this evening, it's taken the pressure off me and my players and it's heaped it somewhere else, whoever fancies it they can have it.
"And then we'll take it all back on Monday along with everybody else."
Injured trio Sylvan Ebanks-Blake, Chris Iwelumo and Michael Kightly had scored 48 out of Wolves' 71 goals before kick-off - including nine of their last 11.
But Sam Vokes' first in nine games, Jody Craddock's first of the season and David Jones' first strike since mid-November from the penalty spot wrapped up three crucial points for the Black Country outfit.
Speaking about the impressive display from the players available to him, McCarthy added: "I'm not anxious about my players. I still believe that we've got good players despite losing those three.
"We've got a good squad, I was more anxious about how Southampton would play to be honest.
"Although it was over and done with, it could have been really over and done with in the first half. We broke on a number of times but we weren't really clinical."
Southampton manager Mark Wotte refused to use the club's off-field problems as an excuse for the heavy defeat.
Saints are currently £30million in debt and looking for a new buyer after parent company Southampton Leisure Holdings went into administration - but they are confident of avoiding a 10-point penalty.
Instead Wotte blamed his side's poor start to the game, which saw them go 1-0 down inside the opening minute before Wolves added a second shortly after.
"We did a s*** job in the first five minutes and it throws away all the preparations," said the Saints boss.
"We knew that Wolves would be on fire after their performance against Birmingham so we told them to be very aggressive at the beginning of the match.
"We expected Wolves like they came, but if you don't win your headers and don't attack the ball then it's already a very difficult game.
"After 20 minutes they get the penalty and it's 3-0, and it's more or less game over."
He added: "We played well against Watford (a 2-2 draw on Tuesday), we showed a fighting spirit against Watford and came back, we should have won the game.
"So then a couple a days later you cannot blame the off-field situation, it would be a very cheap excuse for me.
"I'm just blaming my team for not dealing with set-pieces better than they did today."
Coca Cola Ch'ship 2008/09 Win Outright: Wolves 4/9