Lee Barnard's 60th minute strike earned Southampton all three points at Hillsborough.
The forward's goal ended a 510 minute goalless run for the side and gave Nigel Adkins his first victory as Saints manager.
An evenly matched first half saw little to choose between the two sides, but the visitors' persistence in the second period paid dividends on the hour mark. Morgan Schneiderlin, one of four Saints players to go into the book during the battling contest, unlocked the Wednesday defence and supplied the key pass for Barnard to finish, which he did unerringly as he drew 'keeper Nicky Weaver off his line before dinking the ball in at the near post.
However, a slightly nervous wait ensued as the Owls tried to rescue what would have been an undeserved point for their second half performance, but they were only denied by two outstanding saves from Kelvin Davis in stoppage time, which prompted a team celebration in front of the Saints fans at the final whistle.
Sheffield Wed: Weaver, Jones, Purse (Otsemobor 46), Buxton, Beevers, Potter, (Morrison 65) Coke, Teale (Miller 72), O'Connor, Tudgay, Mellor. Subs (not used): Jameson, Spurr, Heffernan, Sedgwick.
Saints: Davis, Butterfield, Seaborne, Jaidi, Harding, Chamberlain (Dickson 83), Hammond, Schneiderlin, Puncheon, Barnard (Lallana 72), Lambert. Subs (not used): Bialkowski, Martin, Guly, Holmes, Doble.
Referee: Mr. G. Salisbury (Lancashire)
Attendance: 18, 198
Jose Fonte missed out with a slight knock, so Radhi Jaidi was restored to the starting eleven alongside Dan Seaborne in the heart of defence with Saints otherwise unchanged from the team that started against Colchester last time out.
Adam Lallana's good progress on his recovery from a knee injury saw him take a place amongst the substitutes.
The hosts got the match underway with Saints attacking the end housing the travelling support.
Alex Chamberlain warmed 'keeper Nicky Weaver's hands as early as the first minute by collecting Rickie Lambert's pass on the right and cut into the area where he unleashed a low strike at a comfortable height for the Wednesday shot stopper to collect.
At the other end Gary Teale's cross was narrowly missed by Giles Coke as he tried to head home the winger's cross before Lee Barnard found himself through one on one with Weaver after being put through by Hammond inside the area, however, Weaver was again on hand to deny the striker.
The early pressure from the visitors continued as an inventive short free-kick from Morgan Schneiderlin in the 7th minute found Barnard who laid it back into the path of Jason Puncheon, and the winger's strike was blocked by Darren Purse's goal line clearing header.
Saints continued to look strong on the break with Barnard and Lambert hoping to benefit from the industry in midfield from Puncheon and Hammond, but the hosts soon started to find their feet in the game.
Owls midfielder Darren Potter lined up a free-kick from 25yards out which curled wide of Kelvin Davis' right hand post, and a corner moments later was powerfully met by a James O'Connor header, which the Saints custodian held on to.
On 26 Lambert rescued a deep cross to the far post and squared it back along the six yard box which Barnard narrowly missed as he slid in to try and connect.
Alex Chamberlain had Saints' next opportunity after Barnard had initially brought the ball under control on the edge of the hosts' penalty area and laid the ball to Lambert. The number 7 dummied and played the young midfielder in on goal, but he couldn't find the target as his strike went over the top, which was mirrored moments later by Barnard as the strike created an opportunity for himself out of nothing.
In the 36th minute Wednesday almost benefited from Jaidi's slip with Neil Mellor finding room to shoot from the edge of the box, which Davis had to produce an impressive diving save to his left to keep out. The Saints stopper was also alert to prevent Teale from swinging in an effort at the near post from the resulting corner.
Team skipper Dean Hammond was the first Saint to receive a booking after his full blooded challenge inside the Owls half and he was followed by Schneiderlin as the hosts applied some late pressure which Saints resisted, with Marcus Tudgay's header and Gary Teales' free-kick failing to trouble Davis.
Lambert's header from Chamberlain's cross drew a smart save from Weaver on the stroke of half time as the contest remained at stalemate going into the interval.
Half Time: Sheffield Wednesday 0-0 Saints
The hosts made a switch for the new half as former Saint Jon Otsemobor was introduced for Owls defender Darren Purse.
The competitive and open nature of the match continued after the break with Coke and Tudgay remaining a threat for the hosts, whilst Barnard was denied by Weaver in Saints' first venture towards the Kop end.
On the hour mark the long wait for a goal ended as the visitors broke away inside Wednesday's half after Schneiderlin intercepted a pass and ran through to set BARNARD one on one with Weaver, and the striker kept his composure to dink a shot low into the bottom corner to give Saints the lead.
Puncheon saw a strike from distance saved by Weaver before Wednesday made their second change of the match by introducing Clinton Morrison for Darren Potter to bolster their attacking options.
Danny Butterfield became the third Saint to go into the book for time wasting over a throw-in before both sides made substitutions with 18 minutes left on the clock. Wednesday brought Tommy Miller on for Teale whilst Saints introduced Adam Lallana for goal scorer Barnard.
Lallana's introduction led to a prolonged spell of possession for the visitors and the substitute was close to getting on the end of Chamberlain's ball in from the right as Saints settled down again.
Saints were strong at the other end though as Dan Harding made a vital goal line block from Tudgay's header before Davis made a fantastic low save to keep the lead intact.
Adkins made his second switch with seven minutes remaining as Ryan Dickson replaced Chamberlain. Shortly afterwards Lallana's shot after some patient build up from the visitors flew narrowly over the top of Weaver's crossbar.
A header from Lallana went wide of the left post, but Saints were in for a nervy wait of four additional minutes to secure a precious win as a vociferous Hillsborough crowd did their best to raise a home side that had lost its way in the second half.
Lallana was booked for an infringement prior to Daniel Jones' direct free-kick and Saints brought on Holmes for Puncheon to see the game out. Morrison's powerful low strike was tipped past the post by Davis as proceedings came to a close with the visitors recording their first win under new manager Nigel Adkins.
Full Time: Sheffield Wed 0-1 Saints
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