Two goals in six second-half minutes won the game for Preston after the visiting Saints had produced a great battling performance.
Gareth Bale had a chance after only three minutes but his 25-yard shot went well wide and a minute later Preston keeper Andy Lonergan saved Djamel Belmadi's 20-yard right-foot effort with his legs.
At the other end Neil Mellor brought a fifth-minute save out of Southampton keeper Kelvin Davis.
Belmadi forced another save out of Lonergan after 22 minutes and John Viafara shot narrowly wide of the keeper's left-hand post.
After Pavel Pergl fouled Andrew Surman, the resulting 20-yard free-kick was fired wide by Bale.
Callum Davidson was booked for a foul on Viafara and Lonergan made another great save from Surman two minutes before the interval.
Preston made it 1-0 on the stroke of half-time. After a scramble in the Southampton penalty area, David Nugent won a header and forced the ball back to Mellor who scrambled the ball right-footed into the keeper's bottom right-hand corner of the net on his first start for the club.
Chris Sedgwick had a bullet header from 12 yards which went wide before Southampton equalised in the 57th minute after Bale's left-wing cross had been only half-cleared by Sean St Ledger.
Jermaine Wright's follow-up shot was saved before Grzegorz Rasiak headed home from five yards out, in off the bar for his 20th goal of the season.
Belmadi had another shot saved before substitute Patrick Agyemang came on for Mellor.
Preston made it 2-1 in the 75th minute when Nugent played a one-two with Agyemang before flicking a right-foot shot into the back of the net for his 15th goal of the season.
With nine minutes left Sedgwick's cross from the left hit Davis and rebounded into the back of the net off the unfortunate Chris Baird for an own goal.