Franco Di Santo fired into the roof of the net after the break and Arouna Kone put the finishing touches on a polished display late on.
For the newly promoted Saints this will act as a timely reminder of the magnitude of the task that lies ahead as they were taught a lesson by Roberto Martinez’s streetwise Latics side.
Rickie Lambert and Steven Davis were handed their first Premier League starts for Southampton after coming off the bench to score in last weekend’s 3-2 defeat by Manchester City. James Ward-Prowse and Jason Puncheon dropped to the bench for the Saints’ first home Premier League match since 2005.
Wigan made one change from the side which lost 2-0 to Chelsea as Kone replaced Victor Moses, who completed his move to Stamford Bridge on Friday.
There was plenty to admire defensively from both sides in the first-half but it meant that chances were at a premium in the opening 45 minutes.
Adam Lallana was a menace with his vicious inswinging free-kicks from the right and it was he who produced the first-half’s outstanding moment.
The midfielder turned and let fly with a stunning effort from the edge of the area that was heading into the top left corner until Ali Al-Habsi touched it onto the crossbar.
Wigan enjoyed more possession as the half progressed, but Maynor Figueroa’s well-struck volley from an Emmerson Boyce cross was their only serious attempt. The Honduran’s vicious goal-bound effort was headed away by Jose Fonte, who was in the right place at the right time for Southampton.
The home side almost opened the scoring after the break as Guilherme do Prado’s cross was headed down by Lambert, who saw his attempt pushed away by Al-Habsi.
Nigel Adkins’ side were punished moments later as Di Santo demonstrated his ruthless streak to put the Latics ahead.
Shaun Maloney collected a ball from Boyce and played Di Santo in with a neat slide-rule pass. The Argentine fired unerringly into the roof of the net to give Wigan the lead.
Danny Fox’s well-struck volley from the edge of the area was punched away by Al-Habsi who then kept out a fierce effort from Lambert as Southampton reacted to going behind.
Lambert’s cross into the area was headed goalwards by defender Jos Hooiveld whose looping header bounced off the top of the crossbar.
Although Southampton were threatening from range, Wigan grew more composed as the second-half progressed and should have wrapped up the win after 81 minutes.
Kone played a fine one-two with substitute Jordi Gomez but slid the ball a yard wide of the post under pressure from the defender.
Lallana, one of Southampton’s more accomplished performers, showed quick feet in the penalty area before firing in a low left-footed shot that Al-Habsi pushed away for another corner.
Kone capped his full debut with the goal that dashed any hopes Southampton had of a recovery when he stole the ball from the ponderous Fonte on the halfway line before dashing clear of the Saints defence and firing low past Kelvin Davis.
There was more than a hint of a foul on Fonte, who could have atoned for his error by pulling one back in injury time but he hooked the ball wide with just Al-Habsi to beat.