The immensely impressive Eden Hazard opened the scoring early on, before a spectacular effort from Diego Costa put the game out of the hosts' reach.
It was actually Claude Puel's team that had the majority of possession, but their London counter-parts' electrifying pace on the counter-attack saw them make multiple chances, and could have easily won by more than just a couple.
The Saints on the other hand, hardly created anything clear-cut, thanks to both Chelsea's rock-solid defence, but also their own lack speed and skill in and around the opposition penalty area.
While the result will serve as a wake-up call for Southampton after their average display, their visitors will be full of confidence as the Premier League table begins to take shape.
After their 4-0 demolition of Manchester United last Sunday, this efficient victory on the South Coast confirms them as serious challengers to be at the top of the table come the end of the season.
Lively start to the game sees Hazard make it 1-0
It didn't take long for it to be clear that the 30,000 fans inside St Mary's were in for an early Halloween treat. Within the first minute, a high and vicious Nemanja Matic challenge on Saints striker Charlie Austin set the tone for what was to come.
Both sides had half chances soon after, with Chelsea's top scorer Diego Costa being unable to get any meaningful contact from close-range when under pressure from Southampton right-back Cuco Martina. Moments later, Oriol Romeu was involved again, firing just over from long range.
It was only the sixth minute when the Blues' magician Hazard was played in down the right-hand side by Victor Moses and freed himself from both Romeu and Steven Davis.
The Belgian bode his time before cutting inside, and emphatically finishing from a tight angle on his weaker left foot; through the legs of Fraser Forster to give the visitors the lead.
Momentum swings back and forth between two sides
Unnerved by going a goal behind so early, Puel's men began to dictate the tempo of the game, dominating possession, but not creating any chances of note. Dusan Tadic came closest for the home side, forcing a decent save low down from Thibault Courtois from a free-kick.
The Saints' dominance meant that going forward, Chelsea were limited to just counter-attacks, yet they arguably should have doubled their lead on the half hour. Pedro was one good Hazard pass away from being clean through on goal.
This seemed to encourage Conte's side to venture forward more, with the livewire Hazard being in the thick of it again; creating space for a shot from the edge of the box, but being thwarted by Forster.
Minutes later Costa was presented with a fantastic sight of goal after Matic dispossessed Jordy Clasie and played the Spaniard in, but Forster yet again pulled off an excellent save, this time with his feet.
Nonetheless, the scoreboard was not troubled again before the break, and so it was Chelsea who went into the interval the far the happier.
Costa's curler makes it two to Chelsea
The second period began as the first had ended, with both sides enjoying plenty of the ball, but Chelsea constructing more meaningful opportunities with it.
Southampton skipper Jose Fonte somehow managed to divert a low, fizzing Marcos Alonso cross away from both the on-rushing attackers and his own net.
It looked like it might take an individual moment of brilliance for either side to truly gain control of the game, and so it proved on 55 minutes.
Costa, having received the ball from a short free-kick, made amends for his missed chance in the first half, by curling the ball delightfully into the right-hand corner, giving Forster no chance this time.
With a two-goal cushion, Chelsea were fully in charge, and another electric counter-attack should have resulted in a third.
Forster couldn't hold Moses' low drive, before a combination of Costa and Pedro couldn't force the ball over the line with the Southampton defence scrambling.
The Blues continued to cut their hosts open, with Hazard and Moses both being denied yet once more by Forster.
The Saints had the ball in the net with five minutes to go courtesy of Austin, but the celebrations were short lived with the Englishman adjudged to be just offside.
It rather summed up a disappointing day for Southampton, but a memorable one for Chelsea, in which they come away having made a serious statement.