Having been cruelly denied their first success by a last-minute leveller at Wolves on Monday, there was a steely determination about Martin Hunter's charges at the Rush Green Stadium.
And they got their reward for a patient showing on a difficult surface when the game was settled by a stunning strike from substitute Alberto Seidi with 63 minutes gone.
U21 Coach Hunter had made just one change to his starting line up from Monday's draw at Molineux, bringing in Corby Moore in place of Joe Curtis.
Paulo Gazzaniga made his second Under-21s appearance behind a defence made up by Calum Chambers, Aaron Martin, Jordan Turnbull and Matt Targett.
Moore was joined in midfield by James Ward-Prowse and skipper Jack Stephens, while Lloyd Isgrove, Jake Sinclair and Omar Rowe again started as the front three.
Curtis was named among the substitutes, where Will Britt replaced Cody Cropper as the back-up goalkeeper and Seidi returned from injury.
Southampton could well have taken a second-minute lead after some good build-up play earned them a corner, from which Martin headed Lloyd Isgrove's in-swinger just over the crossbar.
The Hammers then had a couple of chances of their own, with Callum Driver and Sebastian Lletget's efforts both being comfortably held by Gazzaniga.
The first half-hour was otherwise without incident, as the home side took charge of the game and restricted Saints to counter-attacks.
Hunter's men suffered a blow ten minutes before the break when Targett was caught late by Hammers wing-back Driver, with the Saints defender needing to be replaced by Matt Young.
Driver – who was booked for his challenge – was looking like West Ham's danger-man and he managed to get behind Young five minutes before the break, but Turnbull got back to block the ball for a corner.
HALF TIME: WEST HAM U21S 0-0 SAINTS U21S
The second half began with Elliot Lee firing wide of Gazzaniga's goal before, at the other end, Saints captain Stephens had a low drive held by Jake Larkins.
The game came to life on 54 minutes when Isgrove dispossessed an opponent just inside the Hammers' half and drove at goal, but was twice denied by excellent saves from Larkins before Sinclair turned the ball wide at the back post.
Both sides made changes around the hour mark, with Saints introducing Seidi in place of Rowe and the Hammers bringing on Emmanuel Onariase for trialist Ricardo Gardner.
And SEIDI made an immediate impact, picking up the ball to the right of the area and firing the ball over Larkins to make it one-nil with 63 minutes gone.
That was the Portuguese U21 international's first goal of what has been an injury-disrupted season, and he could have added a spectacular second on 70 minutes when he picked up Martin's long pass forward and knocked the ball over the head of Frazer Shaw only to skew his shot wide of the near post.
The Hammers stepped up the pressure as the game entered its final 15 minutes, with only a last-gasp block from Saints centre-half Martin preventing George Moncur from equalising from close range.
Some intricate play by the hosts then created an opportunity for Lletget, but his weak effort from the edge of the visitors' box was well held by Gazzaniga.
Lletget then turned provider as he crossed for Wellington Paulista, but the Brazilian could only turn his acrobatic volley over the Saints crossbar.
The home side continued to pressurise, with what was perhaps the Hammers' best chance of the game falling to Elliot Lee deep into injury time but the forward headed just wide.
But there was to be no repeat of the scenes at Molineux five days earlier, with Saints this time holding strong to guarantee their first Elite Group victory.
FULL TIME: WEST HAM U21S 0-1 SAINTS U21S
West Ham U21s: Larkins, Driver (c), Nasha (Bywater 83), Shaw, Gardner (Onariase 60), Ruddock, Marlow (Sadlier 71), Moncur, Paulista, Lletget, Lee. Subs (not used): Baxter (GK), Piquionne.
Bookings: Driver (32)
Saints U21s: Gazzaniga, Chambers, Martin, Turnbull, Targett (Young 35), Stephens (c), Ward-Prowse, Moore, Isgrove (Curtis 76), Sinclair, Rowe (Seidi 55). Subs (not used): Britt (GK).
Goals: Seidi (63)
Referee: Nigel Lugg