Saints goalkeeper Antti Niemi conceded four goals in a game for the first time in 65 league and cup starts for the club.
The Finnish star had only conceded three twice this season - at home to Everton and at Middlesbrough.
Niemi has only kept three clean sheets in his last 15 Premiership appearances, at home to Fulham, Liverpool and Tottenham.
The last time he kept a clean sheet away from St Mary's was way back at Bolton on November 8.
Since then, he has been beaten 23 times in 13 league and cup matches.
Saturday's loss was Saints' biggest league defeat since the 6-1 thrashing at Arsenal last May, when both sides fielded below-full strength sides.
Prior to that, Saints' previous heaviest defeat was the 6-1 caning at Old Trafford three days before Christmas 2001.
Saints' weekend reverse was also their joint worst ever league loss at Stamford Bridge in 37 meetings.
They were also beaten 4-0 in November 1973, when Peter Osgood, who later played for Saints and helped them win the FA Cup, was in the home team.
Saints have now lost five of their last six trips to the capital - and have one more, at Charlton Athletic on May 15, to come this season.
Since winning 3-1 at Spurs in September, Saints have been beaten 2-0 at Fulham and Arsenal as well as Saturday's defeat.
Last season their final two trips to London saw them lose 2-1 at Charlton and 6-1 at Highbury.
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