Wilfred Zaha, who has served as villain following clashes with James Ward-Prowse, tucked in the game’s lone goal in the 13th minute to lift the Eagles to just a fourth Premier League win over Saints in 23 attempts.
Southampton looked to take advantage of a fixture that saw them run out winners of three-straight games at Selhurst Park when they manufactured an early chance, but Jack Stephen’s was unable to direct his header past Vicente Guaita.
Guaita would prove to be the difference maker on the day, making stops on all five shots he faced, including a point-blank save against Danny Ings deep into added time to prevent Saints from finding an equaliser.
Palace picked their moment right against the run of play, when Andros Townsend picked out an unmarked Zaha and the forward placed a side-footed volley past Alex McCarthy to for a 1-0 advantage.
Vestergaard was a surprise half-time switch — replacing Jan Bednarek at the heart of the Saints defence — and he nearly made an immediate impact when he sprung Kyle Walker-Peters down the right, only for his low cross to skip across the goal untouched.
Walker-Peters avoided seeing a straight red card after being show one initially for a challenge on Tyrick Mitchell on 51 minutes, but referee Jonathan Moss reversed his decision upon a Video Assistant Referee (VAR) review.
Southampton, however, would be left frustrated after Che Adams and Ings both missed out on quality chances from in tight in the second half to pull their side level.
Adams forced a stunning point-blank save from Guiata just eight minutes after the restart and the Spaniard then denied Ings from seven yards deep into added time to secure maximum points for Palace.
Crystal Palace (4-4-2): Guaita, Ward, Dann, Kouyate, Mitchell; Townsend, McArthur, McCarthy (Milivojevic 74), Schlupp (Eze 81); Ayew, Zaha
Unused subs: Hennessey (GK), Kelly, Woods, Meye, Batshuayi
Goals: Zaha (13)
Bookings: Schlupp (41), McCarthy (58)
Southampton (4-4-2): McCarthy; Bertrand, Bednarek (Vestergaard 46), Stephens, Walker-Peters; Romeu, Ward-Prowse, Smallbone (Djenepo 77), Redmond; Ings, Adams (Long 85)
Unused subs: Forster (GK), Vokins, Tella, Djenepo, Long, Obafemi
Bookings: Walker-Peters (51)