Sean Dyche's side have been impressive in the second tier despite the summer loss of Charlie Austin and take on a Premier League team who have won only once in nine games
Despite losing last term's top scorer, Charlie Austin, the visitors have made a superb start to the Championship season and sit second in the table after 24 matches.
Danny Ings has starred up front for the Clarets, scoring 18 goals in all competitions, and he struck twice in Wednesday's 3-2 win over Huddersfield Town, a result that left manager Sean Dyche purring.
"There were some real good pockets of football. We looked back to what we're about, really, because we created so many chances," the Burnley boss told the media.
"The amount of good-quality play from us, the number of chances we created, the number of counterattacks and the quality within them ... it wasn't as convincing as, arguably, it could have been."
|7/2||Southampton are 7/2 with Paddy Power to beat Burnley by a two-goal margin|
Mauricio Pochettino's men were blown away by Chelsea on Wednesday, conceding three goals in the last 30 minutes as they slumped to a 3-0 home defeat.
The defeat signalled the first time under the Argentine that Southampton had lost back-to-back home matches and the manager will demand a quick response.
The Saints have won just one of their last nine matches and have been blighted by several injuries to key players. Goalkeeper Artur Boruc (hand) and midfielder Victor Wanyama (calf) have been absent recently, while Dani Osvaldo missed the Chelsea game through illness.
Former Burnley striker Jay Rodriguez is Southampton's top scorer this season with nine goals and will be keen to perform against his old club.
Each club has won the FA Cup once, with the visitors lifting the famous trophy in 1914 and the Saints 62 years later.
Southampton reached the final as recently as 2003, when they lost to Arsenal, but neither side has made it past the fifth round in the last five years.
The two clubs have played each other 10 times since the turn of the millennium, with Southampton winning three while five have been draws, with goals from Adam Lallana and Billy Sharp giving them a 2-0 triumph in their last meeting in February 2012.
They have not met in the FA Cup for 106 years, when the south-coast side claimed a 2-1 win at Burnley in the first round.