Wayne Rooney's wait for a first point as Birmingham manager will last at least another week after Southampton condemned the Blues to a third straight Championship defeat on Saturday.
Southampton took the lead when Taylor Harwood-Bellis headed home in the ninth minute and doubled their advantage midway through the first period through Carlos Alcaraz.
Birmingham substitute Jay Stansfield narrowed the deficit moments after his 57th-minute introduction but Southampton made sure of the three points in the 86th minute when Adam Armstrong scored his eighth goal of the season.
Rooney, who returned to English football earlier this month from the United States, had been booed after Wednesday's 2-0 home defeat by Hull, and Saints supporters chanted "sacked in the morning" at the Manchester United and England great.
Birmingham fans supported their manager with cries of "Rooney, Rooney" and "Wayne Rooney's Blue Army".
"I'm obviously disappointed we've lost but there were a lot more positives today," Rooney told the BBC.
"I told the lads before the game Southampton are the best in the league with the ball so we knew they'd have it quite a bit, and our organisation and shape was important. We did that well.
"In the second half we were better. I wanted us to play more in their half and pin them in, and we did that at times. But the goals we gave away were sloppy goals. Those details need to improve."
Leeds hammered Huddersfield 4-1 at Elland Road keep their bid for a return to the Premier League on track.
Dan James and Crysencio Summerville both hit first-half doubles as Daniel Farke's men finally produced the free-scoring display their dominance at home has threatened all season.
jw/nr