Ronald Koeman's men have not lost since their 3-2 defeat at home to Manchester United in September.
Saints were the better side throughout today's contest with both Jose Fonte and Steven Davis having their efforts beat Sunderland 'keeper Costel Pantilimon before being cleared off the line by the Black Cats defence.
However, the deadlock was broken on 69 minutes when Southampton winger Dusan Tadic converted a penalty to score his fourth goal of the season.
The away side's mounting pressure saw Sunderland midfielder Yann M'Vila buckle as he carelessly fouled Ryan Bertrand in his own penalty area for Tadic to score the winner. New Mackem manager Sam Allardyce was clearly angered at the sloppy foul given away by M'Vila as he turned around in frustration upon the whistle blowing.
After Saints' opener, Sunderland did try their damnedest to get back into the game and winger Adam Johnson forced a good save from Southampton goalkeeper Maarten Stekelenburg, who ensured the home side did not gain parity.
After Sunday's 2-0 win at home to South Coast rivals Bournemouth, Southampton have now kept two clean sheets in a row. Meanwhile, Sunderland have the worst record of conceding goals having let in 26 already.