Goals from Bersant Celina, David Faupala and Patrick Roberts saw off the Saints in torrid conditions at the Academy Stadium.
City started on top and created a chance to go ahead inside five minutes. Roberts burst into the area and nearly found space to get a shot away, but three Southampton defenders quickly surrounded him and the danger was cleared.
However, it wasn’t long until the young Blues took the lead in the 12th minute. Kelechi Iheanacho set up Celina, who curled the ball into the bottom corner from the edge of the area past the dive of Harry Lewis.
City were back on the attack after the goal and got themselves a deserved second seven minutes later. Roberts played in Iheanacho and, after some clever footwork, he squared the ball to Faupala to slot home from close range.
The back four were tested twice as the first half ticked by as, first, Pablo Maffeo produced a goal-saving tackle to dispossess Ryan Seager.
And it was Seager who had the last say on the first half when he converted a penalty in the fourth minute of added time after Harrison Reed was brought down in the area to make it 2-1 at the interval.
Angus Gunn was called into action early in the second half as he produced a fantastic reaction save to deny Hesketh before his opposite number Harry Lewis was aware to prevent Iheanacho adding City’s third of the evening.
The game marked a landmark achievement for Sinan Bytyqi as he replaced Will Patching in the 61st minute to mark his first appearance since his knee injury suffered on loan at SC Cambuur last season.
Gunn was again involved in the action with 14 minutes left as a combination of the City goalkeeper, George Glendon and Iheanacho somehow cleared an in-swinging Southampton corner almost on the line.
The 19-year old shot stopped denied Hesketh with five minutes to play, saving down low to prevent his powerful shot hitting the back of the net and the save proved to be an important one as City sealed the three points from the resulting phase of play.
Iheanacho lobbed the ball over the onrushing Lewis before Will Wood hooked the ball off the line, only for the clearance to land at the feet of Roberts to smash in City’s third of the night to secure the three points for Simon Davies in his first game in charge.