Saints were 1 up after just 6 mins when Neal Trotman poked home from close range. There was some controversy as the home side thought the keeper had been fouled.
Utd were level on 27 mins when George Friend scored direct from a 25 yard free kick. Saints stayed positive and just 5 mins later were in front again. Adam Lallana getting the last touch to make it 2 - 1 to the visitors.
The game was wrapped up on the stroke of half time when Lallana scored his 2nd and Saints 3rd.
It was Southampton's first away win of the season.