Adam Lallana broke the deadlock after 17 minutes when he picked up the ball in space to fire home inside the near post.
David Connolly extended the Saints' lead when he outfought Brentford defender Robbie Neilson to run on and send a delicate lob over the advancing goalkeeper.
The closest the hosts came in a one-sided first half was when Lewis Grabban fired in a long-range effort which was saved at the second attempt by Southampton goalkeeper Kelvin Davis.
Brentford started to get a late foothold in the game after the break. Grabban fired into the side-netting and lively substitute Myles Weston gave his side hope when he was brought down in the penalty area by Jose Fonte.
But Sam Saunders crashed his spot-kick against the upright to sum up the last Griffin Park game of the season and it got worse for the Bees in injury time when Lallana teed up Oscar Gobern to side-foot home the Saints' third.