Neither side could create a clear opening in the first 10 minutes, although Southampton looked the more likely to score, and Jose Fonte had the ball nicked off him as he looked to shoot from a corner.
Indeed it was the home side who did take the lead soon after. After Hull had failed to clear a cross, Morgan Schneiderlin headed in for his first goal of the season.
The Saints continued to look the more threatening, with Hull just able to clear a succession of crosses.
That pressure paid off with the home side's second of the game when Rickie Lambert powered home a penalty.
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Hull's poor afternoon continued, but Southampton's third goal was all down to the individual skill of Adam Lallana, who beat three defenders before curling the ball in.