Shortly after Coventry striker Haji Wright stumbled and missed a penalty kick, Kyle Walker-Peters opened the score with a long-range shot that was deflected off Che Adams.
Twenty minutes later, Adams scored his 12th goal of the year, heading in a header from Taylor Harwood-Bellis from close range.
Despite a goal by Jake Bidwell in the second half, play-off-chasing Coventry were unable to mount a rally.
Wright tripped on his last stride and the ball struck the bar, denying the Sky Blues the chance to take an early lead.
The team led by Mark Robins lost a great chance to get closer to the play-off spots; as a result, they are now five points behind sixth-place Norwich City.
After winning just two of their previous seven games, Southampton looked to have faltered at a crucial juncture in their quest for promotion, drawing with Middlesbrough and Blackburn Rovers and falling to Ipswich Town.
But following a strong first half performance, Russell Martin’s team secured a much-needed victory.
Adams scored with a classic poacher’s goal after Walker-Peters finished far outside the box.
Following a cross from the right, Adams was in the ideal spot to see Harwood-Bellis’ header find the Scotland international inside the six-yard area.
With the victory, the Saints have now defeated the Sky Blues for 16 straight years.
“I think we played really well, with a lot of intensity in the first half, and we had a couple more chances to score.
“After a difficult few weeks, we had a 10- to 15-minute period where we weren’t as clean with the ball and gave up a goal. We also had some anxiousness during those time.
“I was quite pleased with the players. We anticipated it would be challenging, and it was a tough night against a good squad. In the end, we had to present a different side of ourselves.
“In the end, we crossed the line; we needed that.” I was tired of hearing people doubt our unity and how close we are. I said that I wished to avoid any inquiries about
