However, it was to be in vein, as Graziano Pelle scored a superb acrobatic effort for the hosts to give them all three points.
Here, Sports Mole takes an in-depth look at a fast paced 90 minutes on the south coast.
On target: 9
Queens Park Rangers
On target: 2
Was the result fair?
It's difficult to argue that Southampton deserved to take all three points here this afternoon. Had QPR salvaged a point from this one, the Saints could have rightly felt aggrieved after another good display.
The first half was largely one-way traffic, with Rob Green called into action frequently. Dusan Tadic hit a post, before Morgan Schneiderlin slotted wide when he really should have hit the target. It wasn't until the final minute of the half before the R's finally threatened, with Charlie Austin shooting wide.
After the break, things stepped up a notch, and it turned out to be a thoroughly enjoyable 45 minutes of end-to-end football. Once Southampton took the lead, you assumed they'd kick on and score another couple, but credit goes to QPR for hitting back through Austin. They could do little about the winner however, with a majestic piece of individual skill from Graziano Pelle winning the match.
From the first minute, the Saints were keen to get at QPR and open the scoring. During the first half, Tadic, Pelle and Sadio Mane combined excellently at times, and it was little surprise to see all three of them involved in both the home side's goals.
Behind the front three, Southampton controlled the midfield, with Victor Wanyama, Steve Davis and Morgan Schneiderlin running the R's ragged. All three of them seem to be able to pass, tackle and get forward, which is a real asset to the way the team plays.
At the back, Southampton were very comfortable until they took the lead, when Austin and then Bobby Zamora caused them a few problems. Ronald Koeman will undoubtedly be pleased that his side claimed all three points, with another solid win to go towards their impressive start to the season.
Before the break, Harry Redknapp's men struggled to get out of their half, let alone create a decent chance of note. Whether they would've fared better had Sandro not gone off injured after nine minutes is of course unknown, but it's doubtful that he'd have been able to handle the wealth of options in the opposition's midfield.
It took them going behind to react to Southampton's attacking play, and it came as a surprise when they equalised. Austin's first touch was very impressive, with his shot leaving Forster helpless between the sticks.
Having got themselves back into it, they will be extremely disappointed to not have held on for longer, and going behind quickly after scoring won't be good for their morale. However, this was a much improved away performance from QPR, so they'll be hopeful of taking points on the road sooner rather than later.
Sports Mole's man of the match
Graziano Pelle: The scorer of the winning goal, not just for his acrobatic brilliance, but also for his work rate, link-up play and ability to lead the line. Jay Rodriguez - injured and watching on from the stands - will wonder how he's going to reclaim his place back in the Saints team when he eventually returns, while the fans will just be delighted that they have both options within their ranks.
To be honest, this was a game of very few errors, with individual skill rather than mistakes leading to all three goals.
The first half wasn't dirty, and yet Mark Clattenburg had to brandish three yellow cards. All of his decisions were correct though, with Nathaniel Clyne, Mane and Karl Henry all rightly going into the book.
Southampton: After four wins on the bounce in the league, Southampton will meet with their former manager Mauricio Pochettino against Tottenham Hotspur at White Hart Lane.
Queens Park Rangers: Redknapp's side are on their travels again, visiting London rivals West Ham United next Sunday.