The midfielder crashed home his first Premier League goal with a 25-yard shot into the top corner to secure Villa a thrilling victory at high-flying Saints.
Delph, who has been handed the licence to go forward under manager Paul Lambert this season, says he is enjoying his game again following a difficult start to life at the club.
"It's been a while since I've scored a goal like that," the 24-year-old told Sky Sports. "Last time I scored a goal like that was at Leeds, so it's nice to get off the mark.
"I've been getting a bit of stick from the lads (for not scoring), but I've been given the licence to get forward and to get a few shots off. I did that today and luckily one went in.
"We've got a lot of fire in our bellies. We won't sit down and we won't give up - we keep fighting for each other.
"It's a close-knit group. We're like brothers who fight every minute of every game.
"We don't see it as a big deal (going behind in games). It happens and it's something that we're probably used to, but we'll keep fighting and that's what we do."