A goal in each half by Michael Obafemi and Nathan Redmond, secured the win for Southampton.
Chelsea have now lost back-to-back home Premier League matches for the first time since November 2011 under Andre Villas-Boas.
Obafemi broke the deadlock in the 31st minute before Redmond sealed the win in the 73rd minute.
Despite the defeat, Chelsea still remain fourth on 32 points while Southampton move up to 14th on 21 points in the league table.
At Goodison Park, Carlo Ancelotti got his managerial career at Everton off to a perfect start as the Toffees pip Burnley 1-0.
Dominic Calvert-Lewin was the hero for Everton as his goal with 10 minutes remaining, helped his side to all the three points.
And at the Vitality, Mikel Arteta kicked off his reign at Arsenal with a hardfought 1-1 away draw against Bournemouth.
The Cherries opened scoring with 10 minutes left in the first half despite playing on the back foot for most early part of the game.
But Arsenal drew level through skipper Pierre-Emerick Aubameyang in the 63rd minute.
Arsenal are now 11th on 24 points on the log.
And in other results, Aston Villa beat visiting Norwich City 1-0, Crystal Palace defeated West Ham 2-1 at Selhurst Park while Watford held Sheffield United to a 1-1 away draw.
Chelsea 0-2 Southampton
Everton 1-0 Burnley
Bournemouth 1-1 Arsenal
Aston Villa 1-0 Norwich City
Crystal Palace 2-1 West Ham United