Simon Grayson was delighted with his side's performance after Ben Burgess fired Blackpool to their first win of the season.
The striker drove home a penalty just before half-time after Gary Taylor-Fletcher was clumsily brought down by Southampton teenager Jamie White.
His strike partner Steve Kabba was left cursing his luck after having three goals disallowed, but Blackpool held on for a 1-0 victory at St Mary's.
The young Southampton side found the going tough against their bigger and stronger opponents and were fortunate to concede just once.
Kabba was penalised twice for fouling goalkeeper Kelvin Davis before he was denied a goal for the third time when he was caught offside, while Burgess also hit the woodwork late on.
Blackpool boss Grayson said: "We could have gone on and got the second or third goal but I kept seeing the lineman's flag go up and when it's only 1-0 it is always a dangerous situation.
>> Match report: Southampton 0 Blackpool 1"The way the season has gone for us so far we were always vulnerable so it was pleasing that we hung on," he said.
"There were a lot of chances for both teams but we are delighted to get all three points.
"There were several blocks and they hit the woodwork and the way our season is going you thought that Southampton would get an equaliser.
"But credit to my players because they dug in deep and we deserved the win."
Pick up a copy of Monday's Gazette to read Steve Canavan's full match reaction and visit blackpoolgazette.co.uk for the latest Pool news.