The Hornets were well worth their ninth away win of the season as they continue to mesmerise on the road but struggle for points at home.
Midfielder Damien Francis opened the scoring just before half-time after Tommy Smith drove down the right-hand side past a static Saints defence.
It was Francis' second goal of the season after forcing his way back into the team in the past month following an eight-month battle back from a serious knee injury.
Strike partners Marlon King and Darius Henderson added two more in seven second-half minutes as the away side threatened to embarrass Southampton only to slightly take their foot off the pedal in the final 20 minutes.
In a truly dire first half Francis' goal came just minutes after Henderson had forced Kelvin Davis to tip his header over the bar as neither side showed any real signs of breaking the deadlock.
The second period thankfully was far more open as on 55 minutes Youssef Safri was adjudged to have fouled Jobi McAnuff on the edge of the penalty area allowing King the opportunity to strike a finely hit set-piece into the far corner.
Davis did get a hand to the free-kick but failed to keep it out.
Seven minutes later the result was confirmed as Henderson took a Smith cross on his chest, before smashing a volley straight at Davis only for the ball to slam embarrassingly between his legs.
Southampton attempted to rally in the final moments of the game as Watford eased off and Bradley Wright-Phillips hit the post in the dying seconds, scarcely what the home side would have deserved after a poor display.