Rickie Lambert's 18th goal of the campaign in the 26th minute put them on the road to victory when he rose to head in a left-wing cross from Ryan Dickson.
It came after Orient keeper Jamie Jones had pulled off a brilliant save to keep out a Jose Fonte header following Lambert's free-kick to the far post.
Orient did have the ball in the net twice before the break but on each occasion Jimmy Smith was ruled offside. Saints goalkeeper Kelvin Davis also came to his side's rescue by turning a shot from Scott McGleish round the post.
The visitors made the game safe two minutes from time when Lambert found Lee Barnard with a right-wing cross and the striker applied a cool finish from 10 yards out.
In the final minute Os skipper Stephen Dawson struck a Southampton post only for the ball to rebound into the arms of Davis.