Uruguay striker Walter Pandiani scored on his debut as Birmingham ended a run of three consecutive defeats and halted Southampton's recent resurgence.
Pandiani put the home side ahead when he headed in a right-wing cross from fellow debutant Jermaine Pennant.
Robbie Blake soon made it 2-0 from the penalty spot after Jamie Redknapp had brought down Mario Melchiot.
Substitute Henri Camara got one back with a fierce left-foot shot after the break, but the Blues held firm.
Initially left out of the starting line-up by boss Steve Bruce, Blake was only included after Emile Heskey injured a knee during the warm-up.
Pennant was soon into the action as Birmingham won a corner within the first minute, although the first real chance came at the other end.
Jelle van Damme, making his first appearance since November, robbed Melchiot and crossed but David Prutton dragged a weak shot wide of Maik Taylor's goal.
Julian Gray's cross was neatly headed back across goal by Pennant, but the on-loan Pandiani flashed a shot wide.
But when Pennant whipped in a centre from the right byeline, Pandiani was left unmarked in the six-yard box to plant a firm header past Antti Niemi.
A tactical switch by Saints midway through the half soon saw Jones, who started on the right of a five-man midfield, pushed up along Peter Crouch.
But Blues keeper Taylor was rarely troubled by his old club, only a Rory Delap daisy-cutter calling him into service.
Gray was giving Paul Telfer plenty of trouble down Birmingham's left side while Pennant and Blake linked well, and Pandiani was happy to shoot at every opportunity.
Jamie Clapham nearly made it 2-0 when his fierce 25-yard shot was tipped over by Niemi.
But when a mistimed Redknapp tackle sent Melchiot sprawling in the box, referee Peter Walton was quick to point to the spot - and ex-Burnley marksman Blake made no mistake, powering his shot into the roof of the net.
Gray then skewed a shot across goal as the Saints defence was carved open yet again, while Prutton's name entered the referee's notebook for a late challenge on Clapham.
Redknapp senior responded to Saints' first-half showing by replacing Jones with another new signing, on-loan Wolves striker Camara, at half-time.
Birmingham resumed normal service straight after the interval as Pandiani found Blake, whose clever turn and shot flashed just wide.
But Camara brought his side back in the game when he latched onto Crouch's flick-on and burst past the Blues defence to strike a powerful left-foot shot which gave Taylor no chance.
Camara fired wide a few minutes later after a weak defensive header by Kenny Cunningham, as Saints began their best spell of the game.
Prutton also missed a good chance to equalise after he caught Clapham in possession, while Cunningham did well to block a Delap effort, and Crouch headed a deep Bernard cross just wide.
The Blues' best chance of the second half came when Callum Davenport smashed a clearance against one of his team-mates, leaving Stephen Clemence with a shooting chance, but the midfielder's low drive was easily saved by Niemi.
Camara had the ball in the net again with 10 minutes remaining, but his effort was disallowed for a clear handball by Delap in the build-up.
Saints frantically scrapped for an equaliser, but Birmingham held firm and were content to run down the clock as time ran out for Redknapp's side.
Birmingham manager Steve Bruce on their first Premiership win of 2005:
"It's been quite a while coming, and Emile Heskey limping out in the warm-up summed our season up.
"But the first half was as good as we've played all season. Saints hadn't even been in our half, but a good strike by Camara got them back in it.
"Walter Pandiani arrived yesterday with no boots, and he doesn't speak a word of English, but he'll give us a lift."
Southampton boss Harry Redknapp:
"They battered us in the first half - we defended too deep and we never really got going.
"We'd won the last two games playing that system (4-5-1), but I took a chance with one or two players and they found it quite difficult.
"I put Henri Camara on and he scored a great goal to bring us back in the game but it didn't break for us at the end."
Birmingham: Maik Taylor, Melchiot, Cunningham, Upson, Clapham, Pennant (Carter 77), Johnson, Clemence, Gray, Blake (Morrison 90), Pandiani (Tebily 80).
Subs Not Used: Vaesen, Nafti.
Goals: Pandiani 12, Blake 41 pen.
Southampton: Niemi, Telfer, Davenport, Lundekvam, Bernard, Delap, Prutton, Redknapp, Van Damme (Anders Svensson 69), Jones (Camara 45), Crouch.
Subs Not Used: Jakobsson, Smith, Higginbotham.
Booked: Prutton, Bernard.
Goals: Camara 52.
Referee: P Walton (Northamptonshire).