Michael Obafemi marked his return to the starting line-up with a first-half goal before Nathan Redmond added a second closing in on full-time.
Southampton climbed into 14th place in the table with the result ahead of another pivotal clash against Crystal Palace on Saturday.
Chelsea was dominant in possession, but Saints defence stood resolute and frustrated the hosts for the opening half hour.
Against the run of play, Hojbjerg picked up a loose ball and found a charging Obafemi who took three touches before the forward curled a stunning left-footed effort beyond Kepa Arrizabalaga.
Southampton took a brave lead into the break and nearly doubled their advantage on 65 minutes when Redmond was played clean through on goal only for his right-footed effort to be steered at Arrizabalaga.
But Redmond atoned for the miss and converted eight minutes later when he fired past Arrizabalaga one-on-one to make it 2-0 to Saints.
Alex McCarthy had little to worry about throughout the afternoon with just two shots o target, but he denied Mason Mount a late consolation goal in added time.
Chelsea: Arrizabalaga, Tomori, Zouma (Mount 46), Rudiger, Palmieri, Jorginho, Kante, Azpilicueta, Willian (Pedro 84), Hudson-Odoi (Pulisic 67), Abraham
Unused subs: Caballero (GK), Barkley, Batshuayi, Christensen
Bookings: Tomori (62)
Southampton: McCarthy, Bertrand, Bednarek, Stephens, Cedric, Redmond, Hojbjerg, Ward-Prowse, Armstrong (Romeu 86), Adams (Boufal 80), Obafemi (Ings 69)
Unused subs: Gunn (GK), Yoshida, Vestergaard, Danso
Goals: Obafemi (31), Redmond (73)
Bookings: Bertrand (30)