The Argentinian striker's second-half goal was followed up late on by an Arouna Kone effort as the Latics racked up their first points of the season at St Mary's.
Southampton started their first home Premier League match in seven years strongly and captain Adam Lallana saw an early long-range effort tipped onto the bar by Athletic goalkeeper Al-Habsi.
Wigan made the most of the goalkeeper's saves and Saints' weak-looking defence as Shaun Maloney played through Di Santo to lash home the opener.
Jos Hooiveld saw his header hit the bar as Saints pushed for a late equaliser, but it was not to be as Kone dispossessed Jose Fonte -perhaps unfairly - at the halfway line and went onto slot home a minute from time.
Saints had come into the game buoyed by last weekend's impressive performance at champions Manchester City, who had to come from behind to win 3-2.
Rickie Lambert and Steven Davis came off the bench to score both Southampton's goals and were rewarded with starting berths for the south coast club's first home Premier League game since May 2005.
It was also their first ever league meeting with Wigan, who brought in summer signing Kone in place of Victor Moses after his move to Chelsea - the team that defeated the visitors on the opening day.
Southampton got off to the better start and controlled possession during the opening exchanges, with Lallana seeing a shot blocked in the box after neat team interplay.
The Saints captain was getting a lot of space in midfield and would have made Wigan pay in the 14th minute had Al-Habsi not managed to tip his rasping 25-yard drive onto the crossbar.
The home side's strong start continued as the half progressed, with Gary Caldwell having to react quickly to stop Lallana latching onto a superb through ball from right-back Nathaniel Clyne.
Jay Rodriguez and Danny Fox had efforts blocked as Saints continued to press, before the latter required treatment after receiving an ankle knock as his attempt was thwarted.
Wigan looked rejuvenated when play resumed and Fonte had to react quickly to get his body in the way of an acrobatic Maynor Figueroa shot.
The game, though, soon became scrappy as the rain began to hammer down and, aside from a Di Santo cross-shot going wide, the half ended without incident.
Things began slowly after the restart but soon livened up as Athletic took a 51st minute.
Play had started at the other end as Al-Habsi superbly saved a goalbound Lambert header, before Wigan broke the deadlock as Maloney played through Di Santo to lash into the top right-hand corner.
The strike had the visiting fans in raptures, although only Al-Habsi prevented an immediate response from the hosts.
Nigel Adkins' side pressed forward and after the Oman international punched clear a corner, Fox teed himself up and sent a 25-yard volley that brought a great save from the Wigan keeper.
Apart from that, though, Southampton were looking devoid of ideas and losing possession with alarming regularity.
Long shots were providing Saints' best chances and Lambert would have levelled in the 64th minute had his fierce 25-yard shot not been met by another fine Al-Habsi save.
Lallana miscued a shot from resulting corner, before Kone saw a close-range effort denied by Fonte and then substitute Jordi Gomez forced Kelvin Davis into action minutes after replacing Di Santo.
Saints brought on James Ward-Prowse and Billy Sharp for the last 15 minutes as they pushed for an equaliser, which they came close to as Hooiveld saw a header looped onto the bar.
Kone almost netted at the other end after a neat one-two with Gomez, before Saints returned to the attack and Lallana saw a shot denied at the near post by Al-Habsi.
Wigan ensured all three points would return to Lancashire in the 89th minute after Fonte was dispossessed by Kone, who ran the length of the pitch before slotting past Davis while Southampton appealed in vain for a foul.