Christophe Dugarry scored twice in a game for the first time since his arrival from Bordeaux to mastermind Birmingham's success and emphasise the need for the Midlands club to persuade the Frenchman to remain at St Andrews next season.
Following their 2-0 win at Charlton at the week-end Birmingham were determined to produce a win to confirm their Premiership survival as they demonstrated in a pulsating finish which produced four goals in eight minutes.
Southampton twice took the lead with goals from Anders Svensson and Brett Ormerod but Birmingham always bounced back to take maximum points.
Dugarry produced a sparkling performance and often led Southampton's defence a merry dance but the Saints had an ace up their sleeve in Anders Svensson who rocked Birmingham with a first-half goal.
Dugarry, however, was agitated when he was tackled from behind when he was about to shoot. The Frenchman thought he should have won a penalty but he was denied.
His response was to display a brilliant example of his skill when he weaved his way past several defenders before finishing with a powerful shot which was saved in fine style by goalkeeper Paul Jones.
Jones, who is making a strong bid to win a place in Southampton's FA Cup Final side, had previously distinguished himself with an equally fine save to prevent a goal from Bryan Hughes.
Southampton survived this attacking blitz to take a shock lead with their first shot on target. A through ball from James Beattie was chased by Anders Svensson and as Matthew Upson and goalkeeper Ian Bennett hesitated the Swede jabbed his shot across the goal into an empty net.
Birmingham's manager, Steve Bruce, became involved in a heated argument with the nearby linesman but to no avail as it was a well taken opportunist goal which was a reward for Southampton's steadfast refusal to panic under pressure.
If Bennett had been at fault with Southampton's goal he was positive as he raced out to block a James Beattie shot following a sweet through ball from Anders Svensson.
Bennett again distinguished himself in the second period when he saved at point-blank range from Beattie following an intensive spell of attacking pressure by Birmingham.
The Saints' defence frustrated home attack which struggled to find a way through the opposition despite having most of the game.
But in the 74th minute Dugarry set the game alight with an equaliser direct from a free-kick but Birmingham's joy was short-lived as Brett Ormerod raced clear to restore the lead with a solo goal three minutes later.
Birmingham, however, could not be denied and in the 79th minute Dugarry sent Geoff Horsfield clear. On this occasion he beat the offside trap and his cross was guided home by Hughes from 15 yards.
St Andrews erupted in the 82nd minute when Dugarry grabbed his second goal with a powerful header from substitute Stern John's right-wing cross to complete a purple patch of four goals in eight minutes.