Jay Rodriguez’s improvised first half strike secured all three points for Saints in south east London.
The club’s top scorer notched his 13th goal of the season, and eleventh in the league by reacting quickly to the opportunity of a break forward which he dispatched in slightly unusual circumstances on 37 minutes.
Palace keeper Julian Speroni rushed out of his goal to thwart the attacker, but in doing so, the ball broke back to Rodriguez, who kept his cool to slide the ball in from outside of the area at almost ground level.
The breakthrough goal came at a time when the contest came to life following an uneventful first half hour or so, where Saints also lost Jack Cork to injury.
The Eagles threw what they could at Saints in the second half, with Tom Ince, Jerome Thomas, and Cameron Jerome all brought on to try and salvage a point, but it was the visitors who stood firm to win against Palace at Selhurst in the top-flight for the first time since 1992.
The victory ended a record of back-to-back defeats in the league, and was also the team’s sixth away win of the season, which is the highest number of successes on the road that the club have had in one Premier League campaign.
Mauricio Pochettino made one change to the Southampton team that lost to Liverpool, with Palace old boy Nathaniel Clyne returning to the starting line up in place of Calum Chambers.
Palace were without striker Marouane Chamakh, who missed out through injury. Glenn Murray replaced him up front, with former Saint Jason Puncheon also lining up for the Eagles.
The Eagles got the match underway, with Saints in their changed strip of black shirts and white shorts playing towards the large number of travelling supporters lined alongside one corner of the ground.
On a bright and sunny afternoon, it was an open start to the contest with Palace playing a high forward line, looking to test the patient defensive approach of the visitors.
Both teams had early sights of their opponents’ penalty areas with Jay Rodriguez flashing a half-volley over the bar at one end, before Eagles forward Glenn Murray struck a more ambitious effort over Artur Boruc’s goal inside the opening three minutes of play.
Saints produced a smart move in the ninth minute which started from Clyne and Lallana, with the former delivering a cross to the far post, where Rodriguez headed the ball down to Lambert, who found Schneiderlin, with the Frenchman’s scuffed shot met by Steven Davis in an offside position as the midfielder worked goalkeeper Julian Speroni from close range.
Davis was involved in a neat link up with Lambert again before Yannick Bolasie conceded a free-kick for handball. Another set piece arrived for the visitors soon after, when Luke Shaw’s cross was charged down.
The resulting set piece taken by Davis was cleared and then gathered by Speroni at the second attempt.
The early intensity dropped off as the midfield battle commenced, with Palace skipper Mile Jedinak escaping a caution after treading on Lallana as the Saints man tried to launch a quick break for the visitors past the quarter hour mark.
Boruc collected Joel Ward’s 21st minute corner prior to Dejan Lovren receiving a talking to from referee Howard Webb for a foul on Joe Ledley back in midfield.
Just before the half hour, Palace went close to breaking past the Saints defence when Glenn Murray headed the ball down towards the on-rushing Ledley, but a timely block by Lovren, not only stopped the shot, but provided an opportunity for the visitors to break.
With Shaw leading the charge, the ball ended up with Davis on the edge of the Palace area, he in turn found Rodriguez, whose low effort was blocked well, with the hosts holding firm at the back.
Saints were forced into an early substitution with 32 minutes on the watch when Cork hobbled off having gone to ground after playing a pass back to Fonte. The innocuous looking landing instantly turned more serious with the midfielder on the ground for a couple of minutes before being replaced by Victor Wanyama.
The home side won a series of corners from which they tried every trick in the book to force the issue with Jedinak a constant menace as he tried to put Fonte and Boruc off at the near post.
From the third set piece, Saints broke forward and opened the scoring in slightly unusual circumstances on 37 minutes.
A flick on in Palace’s midfield by Puncheon was miss-judged by defender Dean Moxey, who lost possession to RODRIGUEZ. With a lot still to do, the striker sped away to the Palace goal where Speroni rushed out to challenge him. The ball broke away from the tackle back to the forward, who slid the ball into the net from the edge of the area whilst lying down on the ground.
Palace searched for a swift response when Puncheon got a cross in from the right, but Bolasie could only direct his header over the bar from his position at the far post.
Saints went back in search of another goal, with Rodriguez the target of a cross which the Eagles just about dealt with the threat. Joel Ward was in the right place to deny the visitors again as Pochettino’s men turned the screw.
Scott Dann had to make a clearance almost from the line when Davis’s shot bounced up towards goal from the right flank, but Saints went even closer a couple of minutes later when Lambert hit the post with a delicate flick back towards the target from Ward’s header clear at the far post.
In the dying embers of the half, there was time for two further clear chances – one for each side. Palace were first up when Bolasie’s strike through a crowd of bodies was blocked and then crucially, gathered at the second attempt by Boruc, and then with the last kick of the half, Luke Shaw saw a rising shot blocked by Speroni.
HALF-TIME: CRYSTAL PALACE 0-1 SOUTHAMPTON
The second half got underway with no changes from either side, as the action restarted bathed in sunlight down one side, as both goalkeepers enjoyed partially shaded penalty areas.
Boruc dealt with the visibility issues at his near post by cleanly gathering a cross from Puncheon, with a second 45 minutes starting competitive fashion.
Palace were awarded a free-kick when the lively Bolasie broke through towards goal, and Lovren was correctly booked for bringing down the winger as he pushed towards the area.
The subsequent free-kick taken by Jedinak however, was way off target as the ball sailed over the crossbar.
Back at the other end, Lambert was spoken to for a foul on Delaney, but Davis wasn’t as fortunate because he went into the book for raising an arm to block Ledley from breaking forward.
The scrappier side of the contest was on show again when Schneiderlin conceded a foul, and despite a well-worked set piece, Palace couldn’t test Boruc again.
Jedinak was cautioned for a block on Schneiderlin around 30 yards from the Palace goal, giving Saints their first opportunity to go for goal in the second half, but Lambert’s strike cleared the bar.
Shaw tried several times to spark a Saints attack, until there was another stoppage, this time for Palace defender Damien Delaney, who went to ground in the 63rd minute, but was deemed fine to carry on.
After Palace had won another free-kick inside their own half, boss Tony Pulis made a double switch as he replaced Puncheon and Dikgacoi with Tom Ince and Cameron Jerome, respectively.
And Saints were grateful to Clyne for getting across in time to deny Ince from a goal scoring first touch, as the winger arrived at the back post within a minute of coming on, only to be denied from a tap-in by the former Palace man.
With the game back in a rut, Shaw went close to catching Speroni out on 73 minutes with a low drive in at the near post, with chances drying up for both teams.
Saints made their second change by introducing Sam Gallagher for Lambert with quarter of an hour to play, with the visitors searching for some fresh legs as an outlet to match up the towering backline of the home side.
Gallagher, who represented England Under-19s or the first time in midweek, was a handful for the Eagles as they tried to keep the score at 1-0 heading into the closing stages.
On 83 Palace made their final change with Bolasie making way for Jerome Thomas, with deliveries from wide areas becoming a forefront of the hosts’ late advances.
James Ward-Prowse came on for Steven Davis with a minute of normal time to play, and following four minutes of stoppage time, Southampton’s sixth away win of the season was confirmed by the blow on the whistle from Howard Webb.
FULL-TIME: CRYSTAL PALACE 0-1 SOUTHAMPTON
Crystal Palace team: Julian Speroni, Dean Moxey, Damien Delaney, Joel Ward, Scott Dann, Joe Ledley, Kagisho Dikgacoi (Cameron Jerome 66) Mile Jedinak (c), Yannick Bolasie (Jerome Thomas 83), Jason Puncheon (Thomas Ince 66), Glenn Murray
Unused substitutes: Wayne Hennessey, Dwight Gayle, Danny Gabbidon, Barry Bannan
Southampton team: Artur Boruc, Nathaniel Clyne, Jose Fonte, Dejan Lovren, Luke Shaw, Jack Cork (Victor Wanyama 34), Morgan Schneiderlin, Steven Davis (James Ward-Prowse 89), Adam Lallana (c), Jay Rodriguez, Rickie Lambert (Sam Gallagher 75)
Unused substitutes: Paulo Gazzaniga, Maya Yoshida, Calum Chambers, Gaston Ramirez
Referee: Howard Webb
Attendance: 25,073 (including 2,568 away)