Goals from Jack Cork and Graziano Pelle gave Ronald Koeman his first Southampton win in a 2-0 League Cup triumph at Millwall on Tuesday.
Half-time substitute Cork nodded in Dusan Tadic's 53rd-minute corner for his first Southampton goal before Pelle wrapped up the win in stoppage time.
Pelle had endured a frustrating night in front of goal until scoring, as he spurned countless opportunities.
But the Italian forward – signed from Koeman's ex-club Feyenoord last month – finally converted in the 93rd minute, coolly slotting past Millwall goalkeeper David Forde.
Koeman - drafted in to replace Mauricio Pochettino who left for Tottenham - has been given the tough task of rebuilding Southampton after a spate of close-season sales.
The Dutch manager has also brought several players in, though, and it was one of his new arrivals, Tadic, who stole the show in front of a small crowd at The Den.
Koeman showed he was taking the competition seriously by making just three changes, as Shane Long – who joined for a reported £12million from Hull City earlier this month – started for the visitors, alongside debutant left-back Matt Targett.
Pelle had two early half-chances for Southampton, but failed to hit the target, while Millwall, who made nine changes themselves, saw Byron Webster flash a header wide from Jack Powell's near-post corner.
Lloyd Isgrove hobbled off for Southampton prior to the half-hour mark, replaced by the influential Tadic, before Millwall's Magaye Gueye wasted a great chance to give his side the lead in the 33rd minute.
A goal-kick from Forde caught Southampton napping and allowed Gueye through on goal, but the former Everton man could not compose himself and fired horribly wide with his left foot.
Jermaine Easter went close just after the break for Millwall, just missing the target after cutting inside, before Forde made a stunning save to tip a powerful Tadic effort over the bar.
Forde was again called into action as Pelle's shot on the turn was turned behind for a corner, but from the resulting set-piece, Southampton did score.
Cork, who replaced Victor Wanyama at the break, timed his run to perfection and powered a header beyond Forde to delight the travelling fans.
Southampton did not let up after the goal, either, as Pelle headed a Nathaniel Clyne cross against the woodwork before James Ward-Prowse curled just wide from 17 yards.
Pelle's night of frustration continued as he controlled under pressure, only to see a back-heel diverted wide by Millwall's Shaun Williams.
Shortly after shooting wide again, he then thrashed an effort at Forde that required a smart stop.
Williams fired at Southampton goalkeeper Fraser Forster at the other end but the visitors were still on top, with Tadic just curling wide, before they eventually got their second goal.
Steven Davis played in Pelle and the forward finally got a reward for his persistence, as he fired his new club into the competition's third round.
|MLS Preview: Schmid labels Galaxy ´physical´|
|Costa Rican Primera Division Review: Cartagines secure semi-finals berth|
|Serie A Preview: Roma out to stay in touch with Juve|
|The Strongest 1 Bolivar 1: Capdevila strike saves leaders|
|Sao Paulo 1 Atletico Nacional 0 (agg 1-1, 1-4 on penalties): Colombians reach final|
|Cruzeiro 0 Atletico Mineiro 1 (agg 0-3): Culpi´s men win first Copa do Brasil|
|Malmo´s Hareide furious with referee´s injustice|
|Dermendzhiev elated with Ludogorets display|
|Defour withdrawal stalled Anderlecht|
|Atletico achievement delights Simeone|
|Atletico did ´many´ things well - Michel|
|Raul Garcia promises no let-up from Atletico|
|Missed chances disappoint Rolfes|
|La Liga Preview: Real out to break club record at Malaga|
|Ancelotti praises defence after record-equalling win|
|Klopp: Arsenal deserved it|
|Peruvian Primera Division Review: Alianza Lima falter in Clausura race|
|Allegri targeting top spot after Malmo win|
|Rodgers pleased despite Ludogorets late show|
|Wenger rues Arteta injury|
|Ludogorets 2 Liverpool 2: More misery for Rodgers´ men|
|Malmo 0 Juventus 2: Tevez fires Allegri´s side closer to qualification|
|Anderlecht 2 Galatasaray 0: Mbemba secures third place for hosts|
|Bayer Leverkusen 0 Monaco 1: Ocampos strike stuns dominant hosts|
|Atletico Madrid 4 Olympiacos 0: Hat-trick hero Mandzukic books last-16 spot|
|Basel 0 Real Madrid 1: Ronaldo strike equals club record|
|Arsenal 2 Borussia Dortmund 0: Sanogo and Alexis seal progress|
|´We must believe´ – Villas-Boas wants Zenit progression|
|Bundesliga Preview: Schalke and Bayern out to bounce back from Euro setbacks|
|Jesus bemoans wasted Benfica chances|
|League Two Preview: Promotion rivals meet, leaders tackle basement club|
|Ligue 1 Preview: PSG and Marseille both fighting for top spot|
|Mitchell lands Tottenham role|
|Zenit 1 Benfica 0: Danny eliminates Portuguese champions|
|Deila concerned over Commons´ future|
|Everton quartet doubtful for Tottenham clash|
|Pochettino calls for extra rest|
|FA charges Everton and West Ham|
|Money not a factor for Van der Vaart|
|League One Preview: Bristol City out to stop the rot at Peterborough|
|Heldt: Chelsea hammering unacceptable|
|Mancini encouraged by Inter|
|Cheltenham appoint Buckle|
|Date set for Tonev appeal hearing|
|K. League Review: Steelers preserve advantage, Seongnam boost survival hopes|
|Moses out for several weeks|
|Drogba focused on claiming trophies|
|Bent makes Brighton switch|
|Kone included in Everton squad for Wolfsburg clash|
|Shaqiri can ´probably´ leave Bayern, says Beckenbauer|
|Ramsey backs under-fire Wenger|
|Fabregas clears the air with Ramos|
|Cavani urges Ligue 1 focus|
|Olsson out until new year|
|Sao Paulo´s Toloi confident ahead of second leg|
|Aguero our ´special player´, says Kompany|
|APOEL eye Europa League despite winless road streak|
|Silva disappointed by ´childish´ errors|
|Slutsky happy to keep ´intrigue´ alive|
|A-League Preview: Brisbane begin life after Mulvey|
|Eredivisie Preview: Ajax targeting improvement|
|Shakhtar did not lack motivation - Shevchuk|
|Bayern lament two errors, Guardiola proud|
|Valcke: It will ´take years´ to rebuild FIFA´s reputation|
|Luis Enrique ´never fed up´ of Messi magic|
|Valverde pleased with Bilbao triumph|
|Messi revels in Champions League milestone|
|Loss was a ´crying shame´ - De Boer|
|Suarez relieved to get off the mark for Barca|
|Pellegrini puts Aguero among best in the world|
|Cavani wants top spot|
|Howedes sorry for Schalke collapse|
|Sporting Lisbon 3 Maribor 1: Slimani helps fire hosts into second place|
|Concord Rangers 0 Mansfield Town 1: Palmer edges League Two side through|
|Mourinho salutes ´complete´ Chelsea after Schalke stroll|
|Lopetegui revels in Porto professionalism|
|MK Dons 2 Rochdale 2: Green rescues hosts a point|
|Manchester City 3 Bayern Munich 2: Aguero the hero as City rekindle Champions League dream|
|Shakhtar Donetsk 0 Athletic Bilbao 1: Hosts qualify despite poor performance|
|Paris Saint-Germain 3 Ajax 1: Strike duo terrorise Dutch side|
|APOEL 0 Barcelona 4: Messi breaks record after Suarez opener|
|Schalke 0 Chelsea 5: Blues clinch top spot in style|
|Serbia turn to Curcic|
|Inter v Dnipro: Juan wants early qualification|
|Sporting-Maribor delayed as lights go out in Lisbon|
|Garcia upbeat despite late setback|
|The making of Lionel Messi: How it all started for the Champions League´s record goalscorer|
|Tottenham v Partizan: Pochettino´s men look to seal qualification|
|Messi breaks Champions League scoring record|
|Wolfsburg v Everton: Distin buoyed by good run|
|Allegri expects improved away display|
|Rodgers: First goal crucial for Liverpool confidence|
|CSKA Moscow 1 Roma 1: Late leveller keeps Russians in the hunt|
|Ancelotti not worried about record|
|BATE 0 Porto 3: Belarusians knocked out but go into the record books|
|Klopp looking forward to Champions League distraction|
|Parish urges Warnock to stop ref rage|
|UEFA Europa League Preview: Celtic and Inter seek home wins to advance|
|Diame could make Hull return on Saturday|
|QPR lose Sandro to knee injury|
|Juanmi fractures arm|
|Wilshere out for ´a while´ - Wenger|
|Wenger hits back at Usmanov|
|De Jong back in training for Newcastle|
|Chelsea ´head and shoulders´ above rest - Giggs|
|Stevens returns to Stuttgart|
|Cheltenham sack Yates|
|Giggs open to United exit to further career|
|Sampaoli relaxed after Copa America draw|
|Pekerman eyes Copa America revenge|
|Time for City to produce - Nasri|
|Copa Sudamericana Preview: River search for form ahead of Superclasico|
|K. League Preview: Cup winners Seongnam eye safety|
|Argentine Primera Division Review: Racing Club beat River Plate to go top|
|Guardiola: Desperate City are dangerous|
|Paraguayan Division Profesional Review: Libertad back on top as Cerro Porteno slip up|
|Brazil to meet Colombia at Copa America|
|Koeman backs ´great´ Forster|
|Lambert delighted with makeshift Villa defence|