Goals from Danny Higginbotham, Kenwyne Jones and Grzegorz Rasiak's first strike for almost a year was enough to see off a spineless Wednesday side.
Saints manager George Burley left a happy man after watching his side also record their first league victory for seven games.
Saints made five changes from the side that narrowly lost to Newcastle in the FA Cup last weekend.
Andrew Surman was cup-tied last weekend but his presence on the left of midfield proved an important addition to the team as he set up their first chance of the game on five minutes, releasing Jim Brennan down the left-hand side to cross for Rasiak to head just over.
Brennan and Rasiak combined again on 24 minutes when the Canadian left-back picked out the Pole who this time directed his header goalwards but Wednesday keeper Chris Adamson dived low to save.
Saints finally broke the deadlock and ended a run of 398 minutes without a goal at St Mary's when Surman was bundled over by Patrick Collins on the edge of the penalty area and defender Higginbotham stepped up to drill a low free-kick around the wall.
From then on in it was all Southampton.
Rasiak opened his account on 49 minutes when he reacted first to a Claus Lundekvam free-kick to guide a right-foot finish past Adamson.
And six minutes later Saints had their third when Surman got to the byline and pulled the ball back for Jones to sneak a header low into the bottom corner.
Surman then nearly capped an impressive display with a goal but unfortunately sliced his right-foot shot over after drifting in from the left-hand side.
Then, on 70 minutes Wednesday finally had their first shot on target as Chris Brunt hit a 20-yard effort after Glenn Whelan had robbed Jermaine Wright in midfield.
The win for Saints seemingly ends any relegation fears but Wednesday remain potential League One candidates.