Dean Hammond put the Saints in front after 11 minutes when he punished slack marking to head home at the far post from a Lloyd James corner.
Rickie Lambert doubled the lead midway through the first half as his long-range free-kick squirmed through embarrassed Oldham keeper Dean Brill.
Lambert clipped the bar with an audacious shot from the centre circle and Southampton missed chances through Adam Lallana and Morgan Schneiderlin.
Oldham had shown little in terms of an attacking threat but halved the deficit after 66 minutes when Alex Marrow's powerful run ended with a shot against the post and an easy rebound for Pawel Abbott, who converted his fifth goal of the season.
Saints went desperately close to a third when Lambert hit the bar with a free kick. But they sealed victory eight minutes from time when another Oldham mistake played in substitute David Connolly for a clinical finish.