Goals from Billy Sharp and Jose Fonte in the first half and Jos Hooiveld and Adam Lallana after the break gave a record St Mary's crowd the result they had been eagerly hoping for.
The home side dominated from start to finish, rarely allowing their lowly guests a sight of goal.
And Southampton could well have won by more, but Rickie Lambert and Guly Do Prado both wasted golden opportunities in front of goal.
For manager Nigel Adkins and the players and coaching staff at the south coast club those misses will not have mattered.
As, almost three years to the day after a 10-point deduction effectively consigned them to relegation to League One, the Saints are marching back into the top flight.
Coventry enjoyed the first two sights of goal early on but Carl Baker ballooned his effort over the crossbar when well placed inside the area and Kelvin Davis in the Southampton goal got down well to deny Gary McSheffrey.
And having squandered such glorious chances in the first 10 minutes, the Sky Blues were made to pay as the Saints stormed into the lead.
On 17 minutes, Fonte burst out of his own area and teed up Do Prado on the right and, when the Brazilian's cross was met by Lallana's volley, Sharp was on hand to redirect the ball past Coventry keeper Joe Murphy.
Nerves settled, Southampton quickly went about their demolition job and edged further in front.
Danny Fox's corner from the right picked out Fonte, who outmuscled his marker to bury a header beyond Murphy. St Mary's went ballistic.
Baker tested Davis once more before half-time, in a rare foray forward for the visitors, while Lambert saw his goalbound effort blocked by Martin Cranie.
The second half picked up exactly where the first had left off, with Southampton in utter control.
Do Prado headed over from Danny Butterfield's cross and Lambert's fizzing effort went within inches of adding a third for the hosts.
But soon the Saints could start celebrating on the terraces, as the home side pushed themselves out of sight.
Fox's right-wing corner broke to Sharp and, after the striker's initial attempt was blocked, Hooiveld was on hand to scramble the ball home.
Pressure now fully released, Southampton had the liberty to run wild.
It did not take long for a fourth goal to arrive. This time it was Lallana's turn to get on the scoresheet, tapping home from close range after Lambert nodded the ball back across goal.
As time ran out, and the fans assembled pitchside for the inevitable end-of-match invasion, the hosts continued to press.
And while their heroes were unable to add to their afternoon's haul, come the final whistle the supporters did not care.
The Saints go marching on.