After a seven year absence from England's top-flight Saints fans were left disappointed in their first home game as a professional performance from the Latics saw them claim a win
Aside from Jack Cork, who was still unavailable for the hosts after picking up an ankle knock in preseason, Nigel Adkins had a full-strength squad to pick from, and decided to make a couple of changes from the side that lost 3-2 to Manchester City last Sunday.
The two goal-scorers from the game with the reigning champions, Rickie Lambert and Steven Davis, both came into the starting lineup, with youngster James Ward-Prowse and Jason Puncheon making way as the manger decided to go with a slightly more attacking shape.
Wigan was without one of its key men last term, Victor Moses, after it was confirmed that the player has signed for Chelsea, who beat the Latics on the opening day of the season. Roberto Martinez did, however, give the nod to new signing Arouna Kone after the former Levante man featured as a substitute last time out.
Elsewhere, Shaun Maloney and James McArthur both kept their places in the starting lineup after being brought off as a precaution against the Blues, while Jean Beausejour recovered from a hamstring injury that ruled him out of that defeat, but started on the bench.
There was plenty of anticipation from the home crowd down on the south-coast, after a seven year wait to see their team compete in the Premier League, but in truth the game took a little while to get going, with both sides struggling to penetrate the other's area in the opening exchanges.
Saints had the better of the possession early on though, and nearly got a breakthrough just before 15 minutes had elapsed. Lallana created a yard for himself with a neat turn before smashing a shot towards goal, and was only denied by a brilliant save from Ali Al-Habsi who tipped the ball onto the bar.
The home side continued to press after going close as Jose Fonte picked out Lambert with a long ball, the big striker getting a header on target but it proving comfortable for the Latics' keeper.
Lallana continued to be the danger man in the first-half, as he was played through on the right-hand-side by Nathaniel Clyne, however Gary Caldwell did very well to recover and knock the ball out for a corner before the Saints' youth product could get his shot away.
Again, Lallana was at the focus of the hosts' next attack. The skipper stood over a free-kick on the far side, which he whipped in at pace, the ball evaded everyone as it swerved inwards but Guly Do Prado failed to make contact at the far post, you feel he could have made more of an effort, though.
Wigan had its first chance of the game just after the half-hour mark as Maynor Figueroa blasted a first-time volley at goal from the left-hand-side of the box after Emerson Boyce's cross. Jose Fonte was in the right place at the right time as he blocked the effort without ever knowing anything about it.
As the game approached halftime, and the rainfall thickened, chances became few and far between. Franco Di Santo wasted a rare good position as Wigan counter-attacked, his shot, that may have been a cross, going wide. Then, after some decent linkup between Lambert and Jay Rodriguez, Lallana saw his attempted chip collected by Al-Habsi.
Wigan came out firing after the break and got the opening goal within five minutes. Shaun Maloney threaded a neat ball past the hosts' back-four as he turned sharply on the edge of the area. Di Santo was then clear of the back-line and smashed a strike past Kelvin Davis.
Southampton looked to hit back instantly. Minutes later, though, Lambert nearly grabbed an equaliser. The big striker turned before unleashing an effort from range, the ball looked destined for the bottom corner but Al-Habsi stretched to get a fingertip on it and push it wide.
As Saints pushed forward in search of a late point, Wigan punished them on the counter-attack as Kone got in behind the back-four after stealing the ball from Fonte, he then proceeded to smash the ball past Davis with ease, giving Martinez's men their first three points of the season, and leaving Adkins' on zero.