In front of a record St Mary's crowd, Nigel Adkins' men overcame the already-relegated visitors in style to secure their second successive promotion as Championship runners-up
Despite an early save from Kelvin Davis at the other end, the Saints got going early enough when Billy Sharp turned in Adam Lallana's edge-of-the-box strike, with Jose Fonte heading in a second soon after.
Jos Hooiveld's strike at the culmination of a home corner and a near-post finish from Adam Lallana continued the party into the second half as Saints cruised to a euphoric triumph.
Southampton fielded a more-or-less full-strength side, with Richard Chaplow missing out through injury, but Championship Player of the Year Rickie Lambert fit to lead the line.
The Saints came forward within 11 seconds but Guly Do Prado was unable to repeat Sharp’s first-minute goal from their defeat to Middlesbrough last time out – and it was Coventry who came closest first, Gary McSheffrey’s snapshot from close range needing a fine jumping block from Kelvin Davis to keep it out.
But the party started for the hosts just after a quarter of an hour. Fonte led a break from the back and it came to Lallana on the edge of the area. The midfielder’s effort cracked past goalkeeper Joe Murphy thanks to a crucial touch from Sharp.
And it took only a couple more minutes for Southampton to go clear. Nerves were calmed as Fonte, forward from the back once again, was afforded far too much space by the Sky Blues defence to nod home a right-wing cross.
With home confidence at maximum, the visitors' challenge quickly diminished and Saints cruised to half-time on level terms. They came out after the break with intensity, Do Prado heading over before Sharp went down in the box looking for a penalty on 57 minutes, though it was deservedly turned down.
They broke through again moments later, though, when Sharp held it up from a corner - though there were hints of handball - and supplied Hooiveld towards the near post. The tall centre-back swung round with his left foot to bury the ball for a third goal.
Celebrations just kept on coming to the delight of the record crowd. Now carving Coventry up, the Saints rushed forward and a scrambled build-up found Lallana at the near post, where the winger dispatched it with gusto into the roof of the net.
Lambert strove but could not poke the ball past Murphy in the final 10 minutes to cap off his stellar season with a goal, but Saints were not worried, as the final whistle was greeted with a delirious pitch invasion.