It seemed Scott Dobie had won the game for Carlisle with a 69th-minute goal just seven minutes after coming on as a substitute.
Carlisle were celebrating 100 years at Brunton Park but the game failed to live up to the occasion until the dramatic ending.
Saints had slightly the better of the opening half with Rickie Lambert testing keeper Lenny Pidgeley with a header which the keeper tipped over the bar.
Carlisle’s Ian Harte was unlucky to see his effort blocked on the line on the stroke of half-time. Southampton missed a great chance in the 65th minute when Jacob Mellis broke through but could only hit the side-netting.
A minute later Dobie was gifted a tap-in after Tom Taiwo’s shot had wrong-footed keeper Kelvin Davis. But Southampton had the final word when Jaidi rose at the far post to head home.