Ashley Barnes struck a 73rd-minute winner for Burnley, who edged a close game at Turf Moor after Saints had missed a second-half penalty through Dušan Tadić.
The decisive effort from the hosts came against the run of play, with Barnes guiding a low strike in at the near post which wrong-footed Fraser Forster.
The effort came 14 minutes after Tadić missed his first league penalty for Southampton when Tom Heaton guessed right to save his spot kick, at a time when Saints were on top in the contest.
The visitors created plenty of opportunities to score thereafter, with returning midfielder James Ward-Prowse going closest to helping them to find a response thanks to his deliveries from set-pieces, the last of which almost brought a leveller when Victor Wanyama headed over with the last chance of the game.
It’s the first time Saints have suffered four consecutive defeats in the Premier League since September 2012, but they have a quarter-final match in the Capital One Cup on Tuesday to swiftly turn attention towards.
Toby Alderweireld returned for Saints in this game alongside Joe Fonte at centre-half. Jake Hesketh was also handed a first senior start following his debut from the bench in the game against Manchester United.
Burnley named top scorer Danny Ings in attack, with the striker making his 100th league appearance for the Clarets against the team he grew up supporting.
And Ings was the first to make an impression on this game. He wasted an early opportunity inside the opening minute of action when he miscued a header from inside the six yard box, but had a better stab in the third minute when he drilled a low shot wide after striker partner Barnes had played him through on goal.
It was proving to be a busy debut for Hesketh who was booked for leaving a foot in on Clarets ‘keeper Tom Heaton as the youngster tried to turn home a cross from Mané with a ball he had every right to go for, but found his way into the referee’s notebook nevertheless.
Hesketh was later on the receiving end of a crunching challenge from Burnley’s Michael Keane, which eventually curtailed his involvement in the match just past the half hour.
James Ward-Prowse replaced the midfielder who returned to action after almost two months out with an ankle injury.
Chances remained few and far between in the opening half however, with Bertrand firing over the bar after a well-worked corner for Saints, before Kieran Trippier’s teasing cross caused a nervous moment in the area with the ball taking a ricochet off Clyne to work Fraser Forster who was later fouled in the move.
Ward-Prowse had the last say of the half with the visitors’ first shot on target, when he tested Heaton with a 20 yard strike from Pellè’s knockdown, leaving the game scoreless going into the break.
A downpour of rain at the interval provided a greasy surface for the second 45 to be played on, making it tricky at times to construct neat passing moves.
However, Saints were able to unlock the hosts’ defence with a slick succession of short knocks inside the area which resulted in Mané firing over from inside the box.
Two minutes later, Saints were awarded a penalty when George Boyd tripped Bertrand on the left side of the area. Dušan Tadić stepped up for his first league spot kick of the season, but saw his effort saved low to Tom Heaton’s left side, to keep the game scoreless.
The visitors were getting on top in the game with Pellè then screwing a shot wide at the near post, and with Burnley holding on, the hosts sprang a surprise with 73 minutes on the watch when they took the lead.
Ings charged the ball down off Clyne at right back, with the ball squirming into the area, where Barnes reacted quickest to pounce with a low drive from the left side of the area which wrong-footed Forster to find the net.
Saints threw everything at the hosts to try and rescue the game, with Fonte heading a free-kick from Ward-Prowse straight at Heaton, before the midfielder then also curled a direct free-kick narrowly wide of the near post.
Shane Long was brought on to try and add further spark to the attack, and Clyne fired a long range strike which clipped the edge of the post as the visitors continued to create.
Inside the four minutes of additional time, Wanyama headed Ward-Prowse’s late free-kick over, with Saints’ defeat confirmed soon after with a blow of Mark Clattenburg’s whistle.
Burnley team: Tom Heaton, Ben Mee (Daniel Lafferty 74), Jason Shackell (c), Michael Keane, Kieran Trippier, George Boyd, David Jones, Dean Marney, Scott Arfield, Ashley Barnes, Danny Ings
Unused substitutes: Matt Gilks, Kevin Long, Michael Kightly, Lukas Jutkiewicz, Ross Wallace, Nathaniel Chalobah.
Goal: Barnes (72)
Southampton team: Fraser Forster, Nathaniel Clyne, José Fonte (c), Toby Alderweireld, Ryan Bertrand, Victor Wanyama, Steven Davis, Jake Hesketh (James Ward-Prowse 32), Dušan Tadić, Sadio Mané (Shane Long 77), Graziano Pellè.
Unused substitutes: Kelvin Davis, Maya Yoshida, Florin Gardos, Emmanuel Mayuka, Harrison Reed.
Booked: Hesketh (17), Mané (39), Pellè (82)
Referee: Mark Clattenburg