Manchester United stole all three points at St Mary's Stadium thanks to a brilliant hat-trick from Robin van Persie.
The Dutchman missed a penalty in the second half, but his injury time header was enough to salvage victory for Sir Alex Ferguson's side.
Ferguson, in his 1000th league match, sprang a surprise with his starting 11, dropping David De Gea in place of Anders Lindegaard.
And United started brightly. Early chances for Shinji Kagawa and Robin van Persie went begging as Southampton struggled to get hold of the ball in the early exchanges.
Van Persie in particular looked sharp, and Rafael Da Silva was bombing forward to good effect on the right flank.
But as the match progressed the Saints grew in confidence and on 16 minutes a deep cross by Jason Puncheon was met by Rickie Lambert, who nodded past Lindegaard to give Nigel Adkins’ side a one-nil lead.
That sparked United back into life, and the Red Devils were level less than 10 minutes later, Robin van Persie taking a fantastic touch on his chest before slamming past Kelvin Davis after a deep cross from Antonio Valencia.
An open game meant chances for both sides, and Lambert and Van Persie both went close again as half time approached.
It was never going to be a straightforward assignment for Sir Alex Ferguson’s men, Southampton had pushed Manchester City all the way on the opening day of the season.
And the south Coast side came out firing for the second half. A deep cross from Rickie Lambert was headed home by Morgan Schneiderlin at the back post after Evra slipped. Just like against Manchester City, Nigel Adkins’ side were ruthless in front of goal.
Ferguson reacted and threw on Paul Scholes and Nani on the hour mark, and they were gifted a route back into the match on 70 minutes. Jos Hooiveld, who gave a penalty away against Manchester City, slid in recklessly on Van Persie and Mike Dean pointed straight to the spot.
But Van Persie’s cute chip down the middle was read by Davis and the Saints keeper saved. United piled on the pressure, and with three minutes to go Van Persie made amends for his penalty miss, slotting home after Rio Ferdinand had hit the post to make it 2-2.
Worse was the follow for Southampton, as United won a corner in the dying stages. Robin van Persie was left unattended and fired his header past Kelvin Davis, 3-2 to Manchester United. It was cruel on Southampton but United will not care, that's what £24m worth of striker buys you.