Pompey had their chances to ensure the latest south coast derby finished in a more positive fashion.
But their Premier League opponents ultimately showed a more clinical edge to secure a 4-0 victory at Fratton Park and book their place in the fourth round of the Carabao Cup.
John Marquis, Brett Pitman and Christian Burgess all went close to scoring as the hosts made a pulsating start.
Danny Ings netted twice in the first half for Southampton, however, with Cedric and Nathan Redmond adding further goals after the break.
Kenny Jackett was pleased with aspects of his side’s display and reserved plenty of praise for the Fratton faithful.
The Blues boss said: “We needed the first goal – in both halves. We had lots of opportunities and couldn’t quite take them.
“So we need to create that number on a more regular basis. If we apply that kind of pressure, then goals will go in for us.
"It was a fantastic atmosphere and the passion on display is exactly what the Pompey fans are famous for."
“We went with two up front and tried to bring the crowd into play – and they were magnificent by the way. The supporters got right behind the boys.
“It was a fantastic atmosphere and the passion on display is exactly what the Pompey fans are famous for.
“Southampton were ruthless on the break, but we couldn’t quite capitalise on the number of balls into the box and set-pieces we had.
“The scoreline says we lost 4-0, but it was a very open game and the outcome is slightly frustrating for us.
“But we didn’t want to come away having not had a go. We tried to play on the front foot and didn’t simply look to shut up shop.
“There were positives and we have to try to replicate them in the league, while settling some partnerships down.”
Oli Hawkins limped from the pitch during the second half, having produced another assured display in the centre of Pompey’s defence.
Jackett said: “It was disappointing to see Hawkins go off with a foot injury and it’s hard to put an estimate on that at the moment.
“I did feel we were weaker when he wasn’t on the pitch. He looked very solid and can be a threat in both boxes for us.”