Stern John's goal heaped more pressure on Ian Holloway as his Leicester side slipped into the bottom three.
John smashed home a volley with 14 minutes remaining after Gareth McAuley failed to clear Mario Licka's cross.
Chances were otherwise scarce in a nervy match, although Foxes striker Steve Howard should have done better from six yards in the first half.
Substitute Matt Fryatt shot wastefully wide at the death and Saints held on to give boss Nigel Pearson his first win.
Southampton manager Nigel Pearson:
"I haven't got a clue how many points it will take to keep us up.
"What we thought might be the target two weeks ago is now completely different as teams around us are picking up points.
"You have to have the ability to win ugly games. We played some nice football against Ipswich but failed to win the game but here we kept a clean sheet with a youngster in goal and a centre-back, in Jhon Viafara, who doesn't normally play there."
Leicester manager Ian Holloway:
"It's time to be tough and deal with it. There are eight games to go and there will be lots of twists and turns before the end of the season.
"The difference was they put the ball in our net with the one chance they had and we didn't take the chances we had.
"It was a freaky goal, we had so many chances to clear before he scored."
Southampton: Poke, Ostlund, Thomas, Viafara, Vignal, Licka, Safri, Euell, Surman (Hammill 58), McGoldrick (Saganowski 58), John (Gillett 90).
Subs Not Used: Pernecky, Baseya.
Booked: Ostlund, Vignal.
Goals: John 76.
Leicester: Henderson, Stearman, McAuley, N'Gotty, Mattock, Etuhu, Oakley, Hendrie, Hume (Hayles 72), Howard, Campbell (Fryatt 61).
Subs Not Used: Kisnorbo, King, James Chambers.
Booked: Howard, McAuley, Mattock.
Ref: Danny McDermid (Middlesex).