Ex-Saint Dexter Blackstock scored twice as QPR condemned 10-man Southampton to a fourth league defeat in five games.
Blackstock rifled home after only 40 seconds before Southampton debutant Ollie Lancashire saw red for an awful tackle on Damien Delaney on 30 minutes.
Southampton levelled through a beautifully-worked Adam Lallana goal.
But Damion Stewart restored the lead, despite looking offside, before Blackstock lashed in and Patrick Agyemang finished off a superb move.
QPR boss Iain Dowie: "Dexter was great. I think he plays as he trains - at a great intensity. He ran in behind, won balls in the air and scored two great goals.
"It's not the best we've played, not by a long stretch.
"Southampton deserve credit for that though. They played with great freedom and popped the ball about really well."
Southampton head coach Jan Poortvliet: "You see 4-1 and if you didn't see the game you think that's clear, but we played a reasonable game," he said.
"At moments it was good to see us. And when we made the equaliser we deserved it and I thought maybe we'll get more.
"And then they go 2-1 up and you see the replay and see it was offside. That's a pity for the boys and for all of us because that broke the morale."
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