Southampton bounced back from the disappointment of a late EFL Cup final defeat to beat Watford in a seven-goal thriller on Saturday.
Troy Deeney's 100th league goal for the Hornets - including in play-offs - had given the home side a fourth minute lead, but Southampton completed a first-half comeback through Dusan Tadic and Nathan Redmond.
A late strike from Stefano Okaka looked to have rescued a point for the home side before Manolo Gabbiadini grabbed a winner four minutes later.
Nathan Redmond then made sure of the points with his second of the afternoon, before Abdoulaye Doucoure scored a late consolation.