Bolton manager Sam Allardyce brought in Tunisian defender Radhi Jaidi in place of Julio Cesar whilst Stelios Giannakopoulos came in for Kevin Nolan. Saints new manager Steve Wigley decided to stick with the same eleven which secured a last minute victory against Blackburn Rovers last weekend.
The away side were dominant for large spells of the match and could have gone ahead as early as the fourth minute when Nicky Hunt's low cross caused havoc in the box but neither Henrik Pedersen nor former Saints striker Kevin Davies could convert.
Two minutes later however a goal was forthcoming, Hunt's long ball into the danger zone found Pedersen and despite calls for offside the Danish international steered the ball past Antti Niemi to make it 1-0 to Bolton.
On 14 minutes Gary Speed came close to notching his first goal in Wanderers colours but his deflected shot was saved well by Niemi. The Welsh international had reacted first after good combination play by Davies following a free kick by Bruno N'Gotty.
A few minutes later the invincible Okocha had his shot tipped over by Niemi whilst at the other end Bolton keeper Jussi Jaaskelainen was called into action for the first time when having to deal with an effort from Rory Delap.
Jay-Jay Okocha made it 2-0 to Bolton from the penalty spot on 25 minutes when Danny Higginbottom had fouled Stelios Giannakopoulos in the area. The foul by the ex-Manchester United and Derby County player came just a mili second after Graeme Le Saux had felled Davies in the area so referee Steve Dunn had no option but to give a spot kick to the Trotters.
Southampton upped their tempo on the half hour mark and an excellent long range shot from distance by French midfielder Fabrice Fernandes moved Jaaskelainen into action once more whilst Claus Lundekvamn also tested the alterness of the Finnish international with a header.
As the half petered out for the interval both Bolton's Jay-Jay Okocha and Southampton's Paul Telfer had half chances to improve the scoreline but as the locals got restless voicing their discontent at the Saints board it was a releif for the home team that referee Dunn blew for half time.
The second half started at a much slower speed than the first with the first chance coming on 68 minutes when debutant Jaidi headed wide for Bolton whilst at the other end Kevin Phillips saw the same fate.
Giant striker Peter Crouch was brought off the substitutes bench to try and improve Southampton's attacking options and this change looked to have added a new dimension to the Saints as they pushed for a consolation in what was a very quiet second period.
Steve Wigley's side had two chances to pull themselves back into the game after yet another Okocha effort in the remaining twenty minutes. First Jaaskelainen saved a difficult low shot from Phillips and then a free kick by England striker James Beattie sailed over the top of the crossbar.
However the home sides endeavour paid off with just a few minutes remaining when substitute Crouch bundled home an effort following some indecisiveness in the Wanderers penalty area and it could have so easily been 2-2 as Danny Higginbottom wasted a glorious chance at the death following good work by former Fulham man Fernandes.
A good away victory for Bolton which now puts them in third position just behind the big guns Arsenal and Chelsea and a perfect tonic to banish the memory of Saturday's lacklustre display at Fulham.