Having gone into the interval with the score line goalless, the Saints came out all guns blazing as Danny Ings notched his close-range effort past Wayne Hennessy to give the visitors the lead before Charlie Austin's shot from the spot was saved by the Eagles' goalkeeper.
Despite an abundance of pressure from the hosts, Pierre-Emile Hojbjerg doubled Southampton's lead, in injury time, to ensure the points went back to the south coast.
That result means the Hampshire outfit now sit on four points for the campaign and the club's first Premier League win on the board, but they have now made it back-to-back successes following their midweek victory over Brighton in the Carabao Cup.
Manager Mark Hughes was full of praise for his squad's all-round performance.
''We fully deserved the result in my view''
Southampton should consider themselves unlucky up to this point in the season having opened the term with a dominate performance at home to Burnley before conceding defeats to Everton and Leicester City in consecutive outings.
However, Hughes admits his men certainly deserved all three points in the capital at the weekend: “In the first half I thought we showed good control and looked really dominant in that first 45 minutes''.
Crystal Palace struggled to overcome a stern Saints team without star man Wilfried Zaha, who had strained an abductor muscle during training, but the boss was aware of the damage Roy Hodgson's side could have done if Southampton did not turn their chances into goals:
''The only negative was that we hadn’t capitalised on the amount of possession and opportunities we had.
That means there is always a little bit of concern that it might come back and bite you on the backside because you haven’t capitalised on a good period of pressure and dominance''
There was a clear change in system for the home team, which Mark Hughes states was a slight concern of his, but was satisfied to see Hojbjerg make the most of a break towards the climax of the match;
“In the end we have gone up the other end, scored a goal and seen the game out comfortably.''
McCarthy the saviour for Saints
Fans can certainly give goalkeeper Alex McCarthy a pat on the back for his outstanding performance at Selhurst Park on the weekend, having held his side's lead after going one goal up.
The 28 year-old was dropped for the club's cup outing at Brighton in place of summer signing Angus Gunn, however, was reinstated for their Premier League action following a call-up by England boss Gareth Southgate for the upcoming international break.
His domestic manager, Mark Hughes, has valued McCarthy's importance to the team after his impressive display:
“We had a bit of fortune and good saves from Alex and blocks on the line and you have to have that in your performance if you are going to protect a lead and win a difficult Premier League game because it’s not easy coming here."
Southampton's next fixture sees them welcome Brighton & Hove Albion to St. Mary's for a south coast derby.