The hosts went ahead when Saints goalkeeper Fraser Forster, miss-kicked a clearance and Benteke pounced for close range.
James Tomkins added the second when he scored from three yards out after a corner.
Benteke added Palace's third when Jason Puncheon pulled the ball back for him to fire home.
The win means Palace have secured their first win in eight matches, Southampton's defeat leaves them in 11th position.
Alan Pardew left Selhurst Park with a grin from ear to ear and it's no surprise why. His position has been under threat for a matter of weeks as a result of very poor results from his side. Palace's form in 2016 has been the worst of any team in England's top four leagues.
The Eagles got off to a good, if not lucky, start to the game when Jose he produced an air-kick to allow Benteke to net.
It took Palace just three minutes to double their advantage, as Tomkins converted from Joe Ledley's flick-on with Southampton's defenders allowing him space in the area.
The win sees some pressure lifted off Pardew's shoulders for the meantime.
Bump in the road for Southampton
The Saints failed to test Wayne Hennessey in the second half and Claude Puel may be concerned that his side didn't look creative.
Southampton have been going well in all competitions in recent weeks. They can still qualify for the knockout stages of the Europa League with a positive result on Thursday and last week's win against Arsenal in the EFL Cup shows the Saints are making good progress under Puel.
It is Southampton's first defeat in the league since losing to Hull City at the start of the month. The South Coast outfit will look to bounce back against Hapoel Be'er Sheva this week before taking on Middlesbrough in the league.