Having had the better of the early play, Hammers paid the price for not capitalising on their early supremacy as David James' 43rd minute spillage and Fabrice Fernandes' unstoppable second half free-kick gave Gordon Strachan's side victory.
And as West Ham edged precariously down towards the wrong end of the table, Glenn Roeder was left admitting that his side need a good performance to bounce back against Blackburn Rovers on Saturday.
Hammers had made two changes from the side that earned that FA Cup replay at Stamford Bridge as Vladimir Labant and Steve Lomas came into a 4-4-2 formation at the expense of Nigel Winterburn and Ragnvald Soma.
Southampton - already dumped out of the Cup by Rotherham - returned from a mini-break in sunny Spain and made just one switch following a morale-boosting draw at Anfield as Matthew Oakley replaced the suspended Chris Marsden.
Perhaps it was the sea breeze blowing in off the Solent, but in a lethargic, uneventful opening the Saints still looked to have their minds on the beach as a marginally better West Ham side carved out the better half-chances.
Fredi Kanoute sliced wide and headed over while the lively Joe Cole fired across the face of goal. On the half hour, however, the tricky England midfielder should have opened the scoring when the strangely subdued Paolo Di Canio - whose move to Old Trafford is seemingly now off - played him in with a defence-splitting backheel, but as Cole rounded the grounded Paul Jones, the Saints keeper somehow managed to stretch out a leg and save.
That let -off jolted Southampton into life as David James was finally called into action to field efforts from Marian Pahars, Claus Lundekvam and Wayne Bridge, but ten minutes before the break, it was Jones who pulled off the save of the half when he acrobatically fisted Don Hutchison's 30-yard volley skywards to safety.
Sadly, his Hammers counterpart was not destined to be so lucky when he spilled Fernandes' inswinging, 43rd-minute free kick onto the chest of Kevin Davies who sheepishly wheeled away to celebrate his good fortune amidst the cheers of the Saints' fans in the largest crowd at St Mary's to date.
"Although it wasn't a vintage West Ham performance, they were still better than us in the first half," admitted Gordon Strachan afterwards. "I'd have been happy to come in drawing 0-0."
John Moncur replaced Michael Carrick - suffering with a groin injury that leaves him doubtful for Saturday - for the restart but with Southampton carrying on from where they left off, James did well to deny both Paul Williams and Fernandes while Davies glanced wide when it would have been easier to score.
Midway through the half, however, Strachan's men did get that killer second when the furious Tomas Repka was adjudged to have scythed through the back of Anders Svensson on the edge of the area. The protesting Czech's tenth booking of the season proved to be the least of his worries, though, for when Fernandes stepped up to take the resultant free-kick it scorched over the defensive wall before arrowing under the right-hand angle of the flying James.
Moments later, the consequently-booked Hutchison's lunge at Pahars was to be his final act on a frustrating night for with the yellow card raised his number proved to be up, too, as substitute Jermain Defoe immediately replaced him.
But apart from Kanoute's jack-knife header which crept agonisingly wide of the post, West Ham never looked like preventing Southampton from leap-frogging over them in the Premiership table.
Minute-by-minute:
12 - After a slow start, Hutchison's deep cross only just evades Di Canio at the far post.
13 - Labant finds Di Canio, who in turn feeds Kanoute in the middle of the field. The Frenchman bamboozles Williams but fires his shot high over the bar from 25 yards out.
23 - Despite a foul on Kanoute, referee Dowd plays an advantage as Cole collects and runs at the Saints defence before firing a low effort just wide of the target.
27 - Di Canio twists and turns on the right before sending over an inviting cross that Kanoute rises to meet but, with Jones well beaten, can only direct his header over the crossbar.
30 - After Cole loses possession in his own half, Pahars collects and curls in an effort from 30 yards that James gathers comfortably.
32 - The best chance of the game so far for the Hammers, as Di Canio's deft backheel plays in Cole, who skips past the challenge of Lundekvam but sees his left-foot shot blocked by Jones.
33 - A well-worked corner routine for Southampton sees Dodd cross for Lundekvam to head goalwards, but James again holds well.
36 - Bridge is allowed time and space to run at the Hammers defence before curling a right foot shot that James is equal to.
37 - Di Canio sets up Hutchison, whose volley from 30 yards out has Jones scrambling across to palm it away.
38 - Another glorious chance for Cole as he receives a pass from Labant and runs at the Saints defence, beating Williams but then taking one touch too many before seeing his shot blocked.
43 - GOAL. Southampton take an undeserved lead as Fernandes' free-kick from the left is met by James, who attempts to punch the ball clear but sees it rebound off the chest of Davies and into the net. Southampton 1 West Ham United 0.
Added time: 1 minute.
Half-time: Southampton 1 West Ham United 0.
Second Half:
46 - Substitution for West Ham, Moncur replaces Carrick.
46 - After Svensson's free-kick isn't properly cleared, Davies sends in a cross that Williams volleys goalwards. James spills the shot but then gathers at the second attempt.
47 - Oakley's bouncing shot from the edge of the area is tipped round the post by James.
48 - From the resulting corner, Davies rises unchallenged to head just wide.
49 - Good build-up play involving Moncur and Lomas sees Cole once again take control in a good position but the young midfielder is again off target with his shot.
51 - After Cole's determined run into the area is brought to an end, Hutchison's low shot is well saved by Jones.
58 - Labant's deep corner is headed back into the danger area by Repka but cleared by Pahars.
63 - Repka booked for foul on Pahars.
64 - GOAL. Southampton's second arrives as Fernandes crashes home a direct free-kick from the edge of the penalty area.
65 - Hutchison booked for foul on Pahars.
66 - Substitution for West Ham, Defoe replaces Hutchison.
69 - Defoe's cheeky attempt at a lob from 40 yards out sails just over the bar.
77 - Cole runs on to Labant's pass and clips in a cross from the left that is headed goalwards by Kanoute but deflected away for a corner.
80 - Substitution for Southampton, Tessem replaces Oakley.
83 - Substitution for Southampton, Le Tissier replaces Davies.
90 - Kanoute rounds off a disappointing night with an effort from the edge of the box that flies high over the bar.
90 - Substitution for Southampton, Bleidelis replaces Fernandes.
Added time: 2 minutes.
90 - Moncur booked for foul on Tessem.