A spectacular late strike from Steven Thompson kept Cardiff's six-point lead at the top of the Championship.
The Bluebirds shaded the first half at a packed Ninian Park, but the prolific Michael Chopra failed to capitalise.
Southampton rallied after the break, Kenwyne Jones and Grzegorz Rasiak each denied twice by Neil Alexander.
Thompson then took an 84th-minute Chopra pass before whipping a left-foot shot from 20 yards beyond Kelvin Davis, making it five Cardiff wins in a row.
The goal was former Rangers man Thompson's third of the season.
He will be without strike-partner Chopra at Norwich on Saturday as the Bluebirds' top scorer serves a one-match suspension.
"That was probably our best victory to date.
"Southampton set their stall out to work hard and close down our avenues of attack, and when we did get in their keeper made some fantastic saves.
"But we kept it tight, maintained our concentration and kept believing in what we're doing - we have to do that because people know what we are about now.
"If anyone out there deserved the goal it was Steven Thompson.
"He'd missed a few earlier chances but never let his head drop, and then he made a great turn and a fantastic left-footed shot."
"I was very pleased with the way we played, it was a travesty we didn't get anything.
"Maybe we were guilty of not closing Steven Thompson down, but when you are top of the league these things go for you.
"I could not have asked for more, my players showed great commitment - if we keep playing like that we'll win more than we lose and will be OK.
"We had five or six good chances and I don't think many teams will create more than that at Cardiff this season."
Cardiff: Alexander, Gilbert, Purse, Loovens, Chambers, Parry, McPhail, Scimeca, Ledley, Thompson, Chopra.
Subs Not Used: Johnson, Flood, Glombard, Campbell, Kamara.
Goals: Thompson 84.
Southampton: Davis, Wright, Lundekvam, Baird, Bale, Licka, Viafara, Idiakez, Surman (Skacel 88), Rasiak, Jones.
Subs Not Used: Miller, Pele, Sarmiento, Wright-Phillips.
Booked: Viafara, Idiakez, Licka.
Att: 19,345
Ref: R Oliver (W Midlands).