Saints continue to confound the pre-season doom-mongers and enter the international break second in the standings thanks to their best-ever start to a top-flight campaign.
Out-of-form Leicester were the latest to fall to Koeman's side, with Long the difference after netting twice shortly after his introduction as a second-half substitute.
The 2-0 win keeps Saints within four points of leaders Chelsea and earned the praise of Leicester's former Real Madrid and Inter Milan midfielder Cambiasso.
"I don't watch who is behind," Koeman said after overseeing a fifth straight win in all competitions.
"We have our focus on the way we play and that was important because that makes you keep winning games, bringing points, if you keep that.
"We don't have players to play the long ball sometimes if there is good pressing of the opponent
We need movement.
"Cambiasso said to me 'what a good team you have' and that is a great compliment from a great player and that's important."
Koeman was arguably an even better player in his day, so it is no surprise his words of encouragement have buoyed Long.
The 27-year-old, a surprise £12million summer acquisition from Hull, struggled to make an immediate impact at St Mary's but is beginning to prove his worth, with his match-winning performance key to seeing off stubborn Leicester.
"Shane is doing very well," Koeman said
"In the beginning he had some adaptation problems about how we play and train because it was much different to what he had in the past.
"You have to talk to the player that he will keep that confidence but he was starting the last two games.
"I think that is really a good team - it's not about 11 players but the whole squad that we have.
"We don't change a lot but we have some positions in our team with some more players to have in those positions.
"It's fantastic for me if you change a player and you score two times
It's not always like that."
While Southampton's remarkable season continues, the defeat extends Leicester's winless streak to a sixth match.
Not since overcoming Manchester United 5-3 on September 21 have the Foxes picked up a victory - not that manager Nigel Pearson could have any complaints after this latest loss.
"The top and bottom of it is we couldn't score," he said
"We're experiencing a tough run at the moment and we can't find a way to win.
"Clearly we have ability but the Premier League is about being ruthless in both boxes.
"It is a learning curve for us but we are not here to make up the numbers."
Leicester's lack of goals is becoming an increasing problem for the promoted side, with this the fifth time in six matches they have failed to score.
It is clearly frustrating for manager Pearson but that does not mean he will be plundering the transfer market in January.
"I'm not sure what funds will be available," he said
"I'm not saying that we won't do any business but I don't think we need wholesale changes
It's always nice to add quality but likewise you can't change everything.
"I have a lot of belief in the players we have at the moment
While you're not getting positive results, there is going to be negativity
We have to break that cycle.
"We've got some very capable players but it's not happening for us at the moment
But we'll continue to work in the way that we always work."
Source : PA
Source: PA