The goalkeeper scored a strange goal but had it canceled out as the two sides played out a draw.
In windy conditions for the Premier League match at the Britannia Stadium, a clearance from Begovic bounced over opposite number Artur Boruc to give Stoke a remarkable early lead.
Southampton was the better side for large periods, however, and equalized before the break when Jay Rodriguez converted a teasing cross from James Ward-Prowse.
The visiting side looked more likely to grab a winner in the second half and also saw two strong penalty appeals turned down - but both sides had to, ultimately, settle for a point.
Southampton is now unbeaten in eight matches, while Stoke's winless league run stands at seven games.
Begovic, who previously represented Southampton's rival Portsmouth, is the fifth goalkeeper to score in the Premier League and follows in the footsteps of Peter Schmeichel, Brad Friedel, Paul Robinson and Tim Howard.
Glenn Whelan replaced Wilson Palacios in the only alteration from Stoke's last league outing at Manchester United.
Southampton, meanwhile named an unchanged starting lineup, with striker Dani Osvaldo missing out once again due to a knock.
Many supporters had yet to find their seat when Begovic got the game off to a scarcely believable start, scoring with Stoke's second touch. His long punt upfield became the fourth-fastest goal in Premier League history.
Buoyed by the stunning opener, the home side applied further pressure and captain Ryan Shawcross spurned a golden opportunity in the ninth minute after a corner had been flicked into his path eight yards out.
Southampton defender Dejan Lovren was guilty of a similarly bad miss three minutes later, heading wide from an in-swinging corner with the goal gaping.
Things settled down thereafter as Southampton regained its composure and started to knock the ball around with increasing confidence.
The visiting side's gradual improvement was rewarded four minutes before halftime when Rodriguez popped up unmarked at the far post to meet Ward-Prowse's delivery with a header into the ground that looped over Begovic.
Palacios replaced Whelan at the start of the second half and Stoke came close to retaking the lead in the 50th minute through Marko Arnautovic, only for Boruc to beat away the Austrian's powerful effort from 15 yards.
Southampton was soon enjoying prolonged spells of possession and saw a penalty appeal turned down when Nathaniel Clyne's cross appeared to strike Erik Pieters on the arm.
Ward-Prowse then curled a free kick narrowly over and Mauricio Pochettino's men continued to look the most likely winners as the game entered its closing stages.
Stoke, which saw Robert Huth booked for a cynical body check on Southampton substitute Gaston Ramirez, did offer more of a threat late on but could not carve out a clearcut chance.
There was controversy in the 89th minute, however, as another penalty shout from Southampton went unanswered despite Shawcross seemingly blocking a free kick with his hand.
Ramirez also saw an effort superbly saved by Begovic with the offside flag raised right at the death.