The impressive Cherries had looked the better side until former Bournemouth loanee Lallana struck in the 63rd minute when he bent a superb right-foot shot past goalkeeper Shwan Jalal from 20 yards.
Southampton had to wait until four minutes from the end to get their second with Bournemouth pressing for an equaliser.
On a breakaway, 16-year-old winger Alex Oxlade-Chamberlain beat Jalal to a long ball out of defence and tapped into an empty net from 15 yards.
Bournemouth had their chances in the first half, with Brett Pitman, scorer of 28
goals last season, twice going close with a free-kick and another shot across the face of the goal.
Lallana also had a shot cleared off the line by Rhoys Wiggins, while at the other end, a diving save by Kelvin Davis denied Bournemouth a consolation.