Richard Langley ended Southampton's mini-revival under George Burley with a first-half penalty that gave QPR all three points.
Saint's captain Nigel Quashie missed a spot-kick in the dying minutes as QPR stretched their unbeaten record at Loftus Road to three games.
Both sides squandered decent chances before Langley opened the scoring. Indeed the visitors were unlucky not to be one up after just five minutes when Matt Oakley saw a header cleared off the line.
Neither side could take control in midfield, although Langley was outstanding from the start and almost gave QPR the lead in the 11th minute.
Lee Cook fed the ball to Langley from the left wing, but the midfielder blasted the ball high over the bar when well placed on the edge of the box.
The two combined again for the opener when Saints keeper Paul Smith could only parry Cook's powerful left-foot shot from distance and the lively Gareth Ainsworth was first to the rebound, only to be bundled to the floor by Danny Higginbotham.
Referee Michael Jones had no hesitation in pointing to the spot. Langley stepped up and smacked the ball past Smith and into the back of the net, before wheeling away in delight.
QPR had the ball in the net moments later when Cook stung Smith's hands with a blistering drive, and again the young keeper did well just to parry the shot. Paul Furlong reacted first and thumped the ball into the roof of the net, but his celebrations were cut short as the goal was ruled offside.
Southampton rallied and Djamel Belmadi was guilty of missing a couple of decent chances, as was potential Arsenal recruit Theo Walcott.
Five minutes before the break Georges Santos made a hash of his clearance and Dexter Blackstock managed to hook the ball back to the edge of the box to the lurking Walcott, whose excellent strike was blocked by Simon Royce.
The rebound fell to Walcott for another go, but this time the teenage sensation sent the ball sailing high into the crowd.
Southampton were offered a lifeline in the form of a penalty, but Quashie side-footed it against the post.
Referee Jones awarded a free-kick to QPR after the Saints captain tried to put the rebound into the back of the net before the ball touched another player.
And it proved to be the best they could offer despite the encouragement of their vocal fans.