THE SADDLERS' impressive recent League form took a hit at the Banks's Stadium as Southampton ran out 3-1 winners.
An early strike by Mark Bradley from just outside the area landed ovcer as Walsall came out in positive mood.
With seven minutes on the clock, Darren Byfield linked up well with Troy Deeney and as Chris Perry hesitated, Deeney almost found himself in, howeber Bartosz Bialkowski in the visitors' goal managed to deflect his effort wide from a tight angle.
Shortly afterwards a free-kick from out wide by Steve Jones, following a foul on Rhys Weston, was curled dangerously onto the head of Byfield whose effort clipped the outside of the post with the 'keeper struggling.
It was an impressive opening by Chris Hutchings' side, but Southampton started to get into gear as Morgan Schneiderlin fired wide at the far post before a towering header from a corner by Dean Hammond was well saved through a crowd by Clayton Ince.
A foul on Deeney gave Jones another free-kick in a wide position that caused problems for The Saints' defence as Walsall pressed.
However, the visitors snatched the lead out of the blue just past the half-hour mark when a bit of quality from David Connolly saw him fire low into the bottom corner.
The goal gave The Saints a real shot in the arm and six minutes later their lead was doubled when Connolly's positive burst on the right ended with the ball rather fortunately rebounding into the path of Hammond who was not picked up at the far post and he managed to guide the ball beyond Ince.
Mark Bradley was booked for a strong challenge and then Deeney also saw yellow for a trip moments later.
With half-time approaching, yet another free-kick by Jones saw Mark Hughes hauled down inside the area by Radhi Jaidi as he went for the ball, but the referee waved away the protests.
At the other end, The Saddlers had to defend in numbers until eventually Ince gathered Rickie Lambert's header to ease the pressure.
The second period started with Byfield denied from close range by the 'keeper following a corner as he failed to make a proper connection.
A foul on Jones as he burst down the right saw his resulting free-kick cleared for a corner which ultimately came to nothing.
The Saints broke the offside trap on 65 minutes when Connolly slipped the ball through to Lambert who made no mistake for 3-0.
The Saddlers reduced the arrears almost straight away when Byfield was on hand to turn the ball home from close range.
There was a booking for Weston before Adam Lallana went close for the visitors with an effort that was always rising.
Sam Parkin was introduced into the action in place of Bradley for the final 17 minutes.
After shouts for a Walsall goal were waved away when the 'keeper gathered a high cross right on his line, Southampton went down the other end and almost added to their lead when substitute, Michail Antonio beat Manny Smith only for Ince to produce a smart block.
Weston tried his luck from distance late on but was off target as the game started to peter out.
In stoppage time, Parkin headed straight at the 'keeper as The Saddlers tasted defeat in the League for the first time since October.
PHOTOS: David Linney Photography