First half goals from Gary Alexander and Charlie MacDonald propelled Brentford to a fifth successive League One away win.
This time big-spending promotion-favourites were the victims as The Bees won 2-0 at The St Mary's Stadium.
And it was completely deserved - once Brentford took a fortuitous lead they produced as good an away performance as any in recent memory.
The home side started well and Richard Lee was forced to make a brilliant save to his right from a Guly Do Prado header inside the first two minutes.
Adam Lallana had an early shot blocked and Dean Hammond fired over but Brentford soon got a grip on things.
Their combative midfield made it difficult for the hosts and they kept the ball well.
It was after one of those periods of keep ball that Brentford took the lead - there were 15 to 20 passes including at least seven players and it eventually came to Alexander, he cut in off the right and fired in a left foot shot that Kelvin Davis inexplicably let bounce past him and into the net.
Southampton should have equalised within seconds but Dan Seaborne headed over when well placed.
The hosts had been on top in terms of possession but as the half wore on Brentford began to take control.
They could have doubled their lead when MacDonald turned well and shot low but Davis made a fine low save.
The Saints were looking for a way back into it, Kevin O'Connor made an important block from a Lallana header - with the home fans appealing for handball - and Lee saved to his right from a Rickie Lambert free kick.
And just before the half hour Brentford doubled their lead with a goal as simple as it was clinical.
Craig Woodman chipped a free kick forward, Alexander nodded down and MacDonald toe-poked it into the corner with the home defence dithering.
The second goal knocked the stuffing out of the home side, Brentford were on top and defending well.
But Lee was called into action seconds before the break to tip a low Lallana shot round the post and preserve the two-goal lead.
The second half started as the first had ended, with the hosts unable to make inroads into Brentford territory.
Alex Chamberlain wasted a good chance by bouncing a shot wide at the far post while Alexander headed over at the other end.
It was a half of few chances - which suited Brentford.
Do Prado weakly headed a Lallana cross and Hammond saw his follow-up effort saved.
Lee saved a low Chamberlain shot and Lambert fired across the face of goal as Southampton pressed in vain.
Do Prado had a weak long range shot blocked as Southampton started to run of ideas.
The Bees could have put a gloss on the score line - Nicky Forster was inches offside when it looked as if he would go through and MacDonald pulled a shot wide after he picked up a poor Dan Seaborne pass.
The home side came within a whisker of pulling a goal back in stoppage time when Lee tipped a curling Lallana free kick onto the post and Stephen Wright cleared David Connolly's follow-up off the line.
Chamberlain then saw a shot blocked by Legge after good work by Connolly.
But Brentford got their fully deserved clean sheet and took the three points.
Southampton: Davis; Butterfield, Seaborne, Jaidi, Dickson; Chamberlain, Schneiderlin, Hammond, Lallana; Do Prado, Lambert (sub Connolly 83 mins)
Subs (not used): Bialkowski, Harding, Martin, Dean, Gobern, Doble
Bookings: Seaborne (17 mins), Hammond (51 mins)
Brentford: Lee; Wright, Legge, Osborne, Woodman; Bean (sub Spillane 78 mins), O'Connor, Diagouraga, Saunders; MacDonald (sub Simpson 90 mins), Alexander (sub Forster 74 mins)
Subs (not used): Hamer, Balkestein, Hunt, Wood, Simpson
Bookings: Diagouraga (68 mins) (second of season)
Attendance: 19,641 (1,253 Bees fans)
By Chris Wickham