SAINTS have now suffered back-to-back Championship defeats at home as Millwall saw out a 2-1 win at St Mary's.
Japhet Tanganga opened the scoring with a header from a set-piece before Zian Flemming's penalty cancelled out a Che Adams leveller.
Millwall goalkeeper Matija Sarkic made two big saves as Russell Martin's charges pushed for an equaliser they could not find.
The visitors held on to record their first win in eight league matches, having lost six of their previous seven.
It means Saints lose more ground on their promotion rivals, having lost two matches in a row for the first time since September.
READ MORE: Southampton: Martin insists Millwall loss 'nothing to do with tactics'
Martin made five changes to his side that were beaten 2-1 midweek by Hull, including a complete change-up at the back.
Jack Stephens came back into the team but operated in a hybrid centre-back and midfield role, marauding up the pitch in possession.
Taylor Harwood-Bellis started as the right-back with Kyle Walker-Peters on the left. David Brooks was given a start in the front three.
However, Saints were immediately set on the back foot by a Neil Harris side for the second time this season.
Appointed earlier in the week, Millwall legend Harris returned to The Den outfit having overseen a cup win over Saints as Gillingham boss in August.
His Gills were strong on set-pieces and he looked to have reinstated that, with Tanganga beating Gavin Bazunu to a crossed free-kick to head the opener.
Saints responded with control of the ball and Adams had one cleared off the line before Martin. was forced into an early change with Ryan Fraser injured.
Adams did level the scores after 34 minutes, getting on the end of an expert right-footed drop into the back-post by Stuart Armstrong.
However, just ahead of half-time, Flemming scored from the spot after Jan Bednarek was penalised for a handball on a Michael Obafemi shot.
Saints looked to assert themselves after the break and Adams flicked over from close range before Martin opted for tactical changes.
He introduced Joe Rothwell and Adam Armstrong - who was starting on the bench for the first time this season - before the hour mark.
Rothwell should have levelled proceedings but he fired first-time straight into the hands of Sarkic inside the area.
Sarkic then produced a world-class save to deny A Armstrong in the 89th minute, after Kamaldeen Sulemana had crossed in from a short corner routine.
There was a yellow card for goalkeeping coach Dean Thornton as Saints toiled unsuccessfully in five minutes of added time.
Saints: Bazunu; Harwood-Bellis, Stephens (Manning, 70), Bednarek, Walker-Peters; Smallbone, Aribo (Rothwell, 59), S Armstrong; Brooks (Kamaldeen, 70), Fraser (Edozie, 19), Adams (A Armstrong, 59).
Unused subs: Lumley, Bree, Charles, Mara.
Booked: Stephens, Edozie, Harwood-Bellis, Walker-Peters.
Millwall: Sarkic; McNamara, Cooper, Tanganga, Mitchell, Flemming (De Norre, 85), Longman (Norton-Cuffy, 62), Leonard, Obafemi (Bradshaw, h-t), Saville, Honeyman.
Unused subs: Bialkowski, Wallace, Watmore, Emakhu, Esse, Harding.
Booked: Honeyman, Tanganga, Sarkic.
Referee: Thomas Bramall.
Attendance: 30, 629.
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