A first-half advantage counted for nothing in that game, as goals from Michail Antonio and Andy Carroll secured victory for the Hammers.
And Koeman says this will be an important fixture, especially given Saints have the possibility to close on the side immediately above them in the Barclays Premier League.
“We know what we can expect because it's not so long ago that we played against West Ham.
“When we played them away, we had a big disappointment after a great win against Arsenal. I think we deserved much more – we played very well in the first half but we weren't clinical enough. We didn't score more than one goal, and that was the problem in that game.
“We have now the possibility to have a good response. We know they are a strong team and they are doing well, so it's not easy to beat them, but the confidence is in the team to have a good result.”
The sixth-placed Hammers currently hold a five-point advantage over Saints, and Koeman has been impressed by how they’ve fared under Slaven Bilic this season.
“I think that, from the start, they've done a great job,” he affirmed.
“I remember they had wins in away games against the big teams of the Premier League, and they are difficult to beat.
“They are a very physically-strong side, and they have some individual qualities and fast players in front. They play out of a good confidence because they are doing well.
“We know their strengths and their weaknesses, and it's now up to us and ourselves to play at a high level.
“We're playing at home with the support of the fans, so we are looking forward to it.”
Watch Koeman's pre-match interview in full: