He pounced with a 76th minute header after Barnsley blew a string of chances and were denied by a super display from keeper Kelvin Davies.
Injury-ravaged Barnsley were left with their midfield decimated as they looked to continue their impressive Christmas form that has seen them pick up two wins and a draw to force themselves away from the lower reaches.
But they wasted a string of first-half chances to punish the struggling south coast side.
As early as the second minute, in-form striker Jamie Cureton was in the way when French midfielder Mounir El Haimour hit a long-range effort.
Cureton controlled and spun but hoisted his shot over the top from 12 yards out when he should have tested Davies.
As Barnsley found their feet, winger Jamal Campbell-Ryce threaded an astute pass for el Haimour but he was caught offside.
Right-back Stephen Foster overlapped superbly but he was left without support when he flicked a clever ball into the danger area before Campbell-Ryce tried a smart lob that drifted wide.
The visitors broke down the left to catch out Barnsley and youngster Lee Molyneux, who was making his debut after signing from Everton, flashed a shot from a tight angle that offered promise and worried keeper Heinz Muller.
And it was Southampton who produced the first shot on target after 28 minutes when Lee Holmes hit a low drive that was kept out by Muller's legs.
Within two minutes, Barnsley had Muller to thank again when McGoldrick hit a left-foot shot on the run from 25 yards but Muller held it.
Dutch striker Marceo Rigters was drafted in because of injuries and should have snapped up his first goal of the season after 30 minutes.
Campbell-Ryce was the provider when he crafted a clever pass that Cureton let run to Rigters, but with the keeper to beat from 10 yards he fired his shot wide.
And seconds before the break, leading scorer Jon Macken swivelled but Davies dived at his feet to deny him a glorious chance.
Moments later at the other end, Lee Holmes hit a blistering long range shot but Muller held on to it calmly.
After the break the dismal stalemate continued but Davies was forced into another excellent save turning over a difficult ball when Foster headed down a Campbell-Ryce corner.
McGoldrick should have done better for the visitors when a rare chance fell his way but he controlled with this chest and his hurried shot screwed wide.
And a carbon copy move saw Foster produce a looping header and Lloyd James headed off the line.
As Barnsley pushed for late winner, Davies was the hero again when Macken's cross found Cureton but the keeper made a super point-blank stop.
But after 76 minutes, McGoldrick pounced with a superb header out of Muller's reach after a pinpoint cross from Holmes.
Barnsley were left screaming for a late penalty when striker Kayode Odejayi appeared to be dragged down in the area.