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Rovers were fortunate to be ahead for Brad Friedel, despite a foot injury, performed heroics to keep out Chris Marsden and Jo Tessem in the early minutes.
Rovers were mightily encouraged by going ahead and only a great save from Antti Niemi prevented Henning Berg scoring a rare goal, while the visiting keeper also did well to keep out Tugay.
Southampton had the better of things in the second half and again it was left to Friedel to keep the Blackburn goal intact.
Three times he was tested from distance, twice by Paul Telfer and then by Tessem, but the big American keeper was not prepared to concede.
Little was seen of former Blackburn youngster James Beattie and his only real attempt at goal ended going high over the bar on the hour.
After a depressing run of three successive defeats Rovers manager Graeme Souness said: "This is a big win for us and the reward for a very gritty performance.
"Craig Short and Henning Berg were outstanding and to keep a clean sheet after the way we have been conceding goals is very encouraging.
"We have looked a little jaded recently but now we have a couple of weeks rest and that should help a lot."
Southampton manager Gordon Strachan said: "We played well and the attitude of our players is fantastic but we didn't get enough crosses in and couldn't find a way past Friedel.
"He turned in a superman performance down at our place earlier in the season and was excellent again, he is the best goalkeeper in the Premiership this season and the reason why we haven't taken too many points off Blackburn."