The Cumbrians took a 2-0 half-time lead with goals through Ben Marshall and a Dan Harding own-goal. Southampton hit back through Alex Chamberlain before James Chester restored the home advantage and Carlisle held on despite Dean Hammond pulling another back.
Southampton were well on top in the early stages and home keeper Adam Collin was at full stretch to save a curler from Adam Lallana.
Carlisle went ahead in the 21st minute when Gary Madine switched the ball right to Marshall and the winger beat Kelvin Davis' despairing dive from just inside the area.
There was a slice of luck about Carlisle's second in the 28th minute when Mike Grella cross from the left and Harding, aware that Marshall was lurking behind him, sliced his clearance under the crossbar.
Southampton struck back within three minutes of the restart when Chamberlain nodded in Lallana's cross, but Carlisle restored their advantage in the 59th minute with a header from Chester. Hammond set up a storming finish with a 30-yard strike but the Cumbrians held out.