Dean Hammond, Rickie Lambert and David Connolly scored the goals that sees Saints off the bottom of the League 1 table.
The visitors were in control with two first half goals from Hammond and Lambert. Oldham got a foothold in the game when Pawell Abbott pulled one back in the second half but debutant Connolly secured the result.
Lambert could have had a hat trick with two other efforts hitting the woodwork.
After starting on -10 points to get off the bottom of the table is a huge milestone.