Thanks to a fantastic performance from Italian striker Graziano Pelle, they earned a 2-1 triumph at the Brittania.
The away side, playing in their green strip, started off the better of the two sides as manager Ronald Koeman opted for a back four instead of the back five he has adopted in recent weeks. They were without team captain Jose Fonte and so Ryan Bertrand stepped in at centre-half, allowing Matt Targett to come in and make his 31st appearance for the club. Steven Davis took the captain's armband in Fonte's absence.
Saints' first real chance in the game came when a brilliant Shane Long cross brought Pelle with an opportunity to hit the target. His backward header was well saved by England's third-choice 'keeper Jack Butland.
Koeman's men dominated the opening stages and the goal came from the resulting corner, as a superb delivery from Davis was met by the head of Pelle. He gave his side a well-deserved lead in the early stages.
The lead was then doubled in the 30th minute when Pelle was picked out by a great Dusan Tadic pass before finding the bottom corner, beating Butland with a fine finish.
Stoke came back into the match in the second half as Marko Arnautovic got them back into the game with a tidy finish, but the Saints remained calm and saw out a vital victory against a European rival.
Sadio Mane was sent off late on but, this didn't dampen the Saints' spirits as they came out on top. They are keen to continue this form ahead of the visit of Liverpool next weekend.
It has been a difficult couple of months for the Italian but he looked back at his best yesterday afternoon, and not only with the goals. His overall performance was one which can give the whole club some confidence heading into the final eight games of the season. He led the line very well and formed a great partnership with fellow forward Shane Long who, on his return from injury, was once more superb and created a number of problems for Stoke.
Given that Pelle has now scored a couple of goals it seems like the forward can go on a real goalscoring run and be the catalyst in his side reaching the Europa League once again. This is also a boost for Italy as with the European Championships approaching; it's key for them that they have the Southampton man in real form.
Once again Southampton gave very little away at the back and despite the fact that it was a changed back line due to suspensions, this didn't seem to make a difference as Cuco Martina, Targett, Virgil Van Dijk and Ryan Bertrand were all incredible in the win. They were a key reason as to why Stoke were limited to just two shots on target, something which has been a regular feature of late.
Fraser Forster was very quiet throughout the match, but when called upon on the odd occasion he was there to make the saves.
The defence were well supported by the two in front of them, Jordy Clasie and Oriol Romeu, who both continue to develop into great Premier League players after moving to the club in the summer. In the absence of Victor Wanyama, the pair have started four of the five matches he has missed together. It is no surprise that results have picked up as a result.