Despite a battling performance from Gary Waddock's men, the Chairboys fell to a 1-0 defeat at St Mary's, in the presence of over 650 travelling supporters.
Rickie Lambert's 41st minute strike was enough to hand the Saints victory, as the talented striker did well to slot past the Blues' stopper after great work down the right from Papa Waigo N'Diaye.
After setting up Lambert's goal, N'Diaye missed a gilt-edge opportunity himself mid way through the first half, while substitute Michail Antonio was twice denied by great work from Scott Shearer.
Blues' midfielder Ian Westlake nearly opened the scoring thanks to a turn and volley in the first half, sending the home goalkeeper Bartosz Bialkowski scurrying across his line. A great opportunity fell to striker Stuart Beavon, who saw his shot blocked by veteran defender Chris Perry after a great turn near the half way line.
Gary Waddock made two changes to the side that faced Brentford last Tuesday, drafting in Stuart Beavon to start up front alongside Matt Harrold and Ian Westlake to replace the injured Gareth Ainsworth.
The Blues lined up 4-4-2, with Tommy Doherty and John Mousinho sitting in the middle of the park to allow Westlake and Betsy the freedom to push forward. Early on 'Doc' orchestrated two set pieces from attacking situations, with Luke Oliver just eluding the deliveries.
On 14 minutes Adam Lallana received a long ball down the right flank, drawing Craig Woodman to the touchline. Lallana looked to cut the ball back to N'Diaye in the centre, but Luke Oliver swooped to retrieve possession.
Stuart Beavon was looking productive and did well to release Kevin Betsy down the wing on 22 minutes. Betsy then attempted to search out Matt Harrold in the penalty area, but with the Wanderers' frontman bearing down on goal, he was some how deterred by Jaidi by what was an excellent last ditch challenge.
Southampton were finding joy down the flanks and Fiorentina loanee N'Diaye missed a golden opportunity on 28 minutes. Trainee Lloyd James did well to put in a cross deep in Wanderers' half, only to see N'Diaye blaze his chance over the bar from four yards out.
The deadlock was finally breached in the 41st minute, with the Saints' &pound;1m man Rickie Lambert providing the break through. N'Diaye did well to break into the open space down the Blues' left flank, before squaring the ball to Lambert who succeeded in slotting the ball passed Scott Shearer.
It looked as though the Chairboys would be gifted a goal almost instantly when Jaidi's terrible defending released Beavon through the middle. However, Beavon's shot was miraculously blocked by former Spurs man Chris Perry in front of the out stretched Saints' keeper.
The second half saw conditions on the south coast take a turn for the worse, with the swirling wind and rain showing their full force. Despite the weather, Southampton continued to press and Lambert again came close after controlling with his chest and volleying just past Shearer's post.
With points still at stake Gary Waddock made his three substitutions within seven minutes, as John Akinde, Matt Phillips and Scott Davies were all introduced around the hour mark.
Bartosz Bialkowski was called upon in the 70th minute after doing well to turn a Scott Shearer shot around the post. The Reading loanee got hold of the ball just inside opposition territory before unleashing a testing effort that bounced just in front of the home keeper.
Blue pulses were sent racing once again after a string of fantastic saves from Scott Shearer. 'Shears' did well to parry Lambert's effort away from goal before getting up quickly to tip Lallana's shot over the bar.
On 84 minutes a lapse in concentration from Luke Oliver almost allowed Saints' substitute Michail Antonio through on goal. However, Michael Duberry remained calm and did well to prevent the striker's moment of glory.
The Blues tried their best to salvage a point late in added time when Tommy Doherty's cross was almost met by the head of Akinde at close range. Despite, a wealth of attacking options gracing the field, the Saints' defence held out and the&nbsp;Wanderers were dealt a narrow defeat.