Eddie Howe's side took control in the local derby at St Mary's thanks to first half goals from Nathan Ake and Harry Wilson.
James Ward-Prowse's penalty reduced the deficit after half-time, but Bournemouth survived a late barrage of pressure before Callum Wilson sealed their third league win this season.
It was Bournemouth's first ever win at Southampton at the 16th attempt.
"That's a very nice feeling at this early stage but that's all it is. We need to keep grounded," Howe said of Bournemouth's top four spot.
"We rarely get those moments in football where you get that pure emotion and joy for a few seconds. Then you start thinking about next week!"