The Saints faithful had to endure an anxious second half against the Foxes but held on to pick up all three points.
Ahead of kickoff at the King Power, the Saints had only won away once in their last 12 games against the East Midlands club, a 4-0 win back in December 2001 (Sky Sports).
However, Ralph Hasenhuttl's side got off to a great start when, on 11 minutes, James Ward-Prowse converted a penalty after Shane Long was bundled over in the area by Nampalys Mendy.
There was a huge setback on 45 minutes when Southampton defender Yan Valery was shown a second yellow card for a foul on Marc Albrighton, leaving the visitors to play the entire second half with ten men.
However, Shane Long doubled Southampton's lead in first-half injury time and, even though Wilfred Ndidi halved the deficit for Claude Puel's side shortly before the hour mark, the south coast side held on for three absolutely crucial points.
As happy as the Saints fanbase was at the result, it made for some very tense viewing, and following the full-time whistle, some expressed their relief on Twitter and appeared in need of a sit down:
WE DIDN’T BOTTLE A LEAD!— JDeleay (@JDeleay) January 12, 2019
This is a day for the history books!
I'm dead lads— Jay (@PolishMaldini) January 12, 2019
Need to seriously lower my heart rate after that. Great resolve. Top work! Massive result.— Darren Hill (@darrenhill) January 12, 2019