Rochdale ran out 2-0 winners at St. Mary's thanks to strikes in each half from the visitors.
Dean Wilkins' first league game in caretaker charge was controlled by Saints in the opening stages, and with numerous chances created by the hosts in the first half, it looked as though his side would eventually break down a dogged Rochdale.
That was, until Dale striker Chris O'Grady fired home a goal on the stroke of half time to put Keith Hill's side into a surprise lead at the Chapel End.
In the second half, Saints continued to create in the final third, but Dale's superb second from the boot of Gary Jones ended hopes of rescuing the match.
Saints: Davis. Butterfield, Fonte, Martin, Harding. Chamberlain (Mills 71), Hammond, Schneiderlin, Puncheon. Connolly (Guly 59), Lambert. Subs (not used): Bialkowski, Wotton, Jaidi, Dickson, Garrod.
Rochdale: Lillis, Wiseman, Widdowson, Holness, Dawson, Jones, Kennedy, Barry-Murphy, Tutte (Joe Thompson 90), O'Grady, Elding. Subs (not used): Edwards, Done, Akpa Akpro, Redshaw, Goodall, Josh Thompson.
Referee: Mr. K Woolmer
Attendance: 18, 169 (including 539 away)
Aaron Martin was restored to the centre of defence alongside Jose Fonte whilst Alex Chamberlain and David Connolly came into the side in place of the injured Adam Lallana and the suspended Lee Barnard.
Visitors Rochdale got things underway defending the Northam End in their changed strip of all purple on a bright day at St. Mary's.
An engaging contest saw Saints make a strong start, with most of the opening exchanges based in Dale's half as the hosts sought the breakthrough.
Danny Butterfield and Jason Puncheon were both busy creating opportunities on either flank as they supplied the crosses into the visitors' area, but the first real chance of note arrived on 18 minutes when Lambert headed the ball down into the path of Connolly, who smashed a low shot wide of Josh Lillis' left hand post.
Dale responded three minutes later with their first effort, a stinging drive from their captain Gary Jones, which drew an acrobatic save from Kelvin Davis, who palmed the ball away to safety.
Moments afterwards Saints skipper Dean Hammond made Lillis work at the other end, before the visitors came back into it again with forward Anthony Elding having a header saved at the near post by Davis.
Ten minutes before the break Chamberlain was the next to get sight of goal as he created some space for himself in a central position and struck a firm shot towards the bottom right corner which Lillis held on to.
Saints looked assured in their play and when Lambert's raking ball picked out Puncheon on the left, the winger went on to display a fine piece of control before his powerful shot produced a terrific save from the Rochdale 'keeper.
Puncheon and Lambert linked up twice more inside the last five minutes of the half, but the former's two efforts ended up in the stands, as they ended up some way off target.
As one minute of additional time went up Rochdale immediately broke off the back of a Saints move, and Gary Jones' dazzling run through the middle of the park paid off as he set striker Chris O'Grady through on the left side of the area. The forward then kept his composure to hit a low strike under Davis to give Keith Hill's side a 1-0 lead going into the break.
Half Time: Saints 0-1 Rochdale
Schneiderlin hit Saints first chance of the new half as he collected Lambert's flick on and drove through the middle, but the Frenchman's vicious shot flew narrowly wide of the right post.
The hosts' best chance arrived shortly afterwards as a fine flowing move involving Lambert and Connolly, resulted in a shooting opportunity for Puncheon at the far post, but the winger couldn't force his effort on target, as the ball went over Lillis' net.
There was danger for Saints at the other end though as Aaron Martin was nearly the victim of an unfortunate own goal as the ball skidded off hid standing leg and almost into the back of the net, but fortunately it ended up out of harm's way.
On 59 Chamberlain drove another strike from distance over, before Dean Wilkins made his first switch of the game by introducing Guly for Connolly, with the Brazilian forming a three pronged support alongside Puncheon and Chamberlain to Lambert up front.
Fonte lined up an ambitious effort on 65 which took a wild deflection and ended up on the roof of the net as Saints remained the likelier to find the second of the game, but St. Mary's was left stunned when Dale delivered another bolt from the blue two minutes later.
Jones, who had created the visitors' first, had the ball laid into his path and from the edge of the area, he unleashed an unstoppable strike into the top left hand corner giving Davos no chance whatsoever of keeping it out, cueing party like celebrations in the away end.
Mills was introduced for Chamberlain on 71, but a Saints goal never seemed like it was coming as Guly and Hammond both fired over before Harding in an advanced position, was unable to make the 'keeper work as he closed in on the Dale shot stopper.
The visitors enjoyed a late spell of possession as Saints' creation of chances dried up allowing the four minutes of stoppage time to be played out, with little to note.
Full Time: Saints 0-2 Rochdale
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