Charlie Austin scored twice - once from the penalty spot - while substitute Jay Rodriguez rounded off the win with a goal in added time.
The result marks the Saints' first European win following a 13-year absence, as well as their first win of the season.
Southampton top the group as Inter Milan were beaten 2-0 by Hapoel Beer-Sheva.
Discover how the game unfolded in Sports Mole's updates below.
7.00pmEvening all! The first round of Champions League group matches were completed on Tuesday and Wednesday, and now attention turns to the Europa League. We have two English teams in the competition this season (West Ham United were knocked out in the playoffs) - Manchester United and Southampton. Jose Mourinho's men are taking on Feyenoord in Holland, but right here we will be focusing on the match between Southampton and Sparta Prague at St Mary's.
7.04pmThis is the first UEFA match that the Saints have played this season as they automatically qualified for the group stage after finishing sixth in the 2015-16 Premier League campaign. Ronald Koeman was in charge then, but now Southampton have Claude Puel guiding them - a man who is no stranger to European competition (more of that later...)
7.07pmAs for Sparta, they will provide tough opposition for Southampton this evening as they managed to reach the quarter-finals of this competition last season. They were eventually beaten by Villarreal, but their European stoke has risen. In fact, the Czech side have reached the knockout phases in three of their seven UEFA Cup and Europa League campaigns.
7.12pmRight, before we go any further, let's bring you the lineups for both sides...
7.19pmClaude Puel has rung the changes to his Southampton team, making seven in total to the side that lost to Arsenal at the weekend. Jose Fonte, Ryan Bertrand, Jordy Clasie, Nathan Redmond and Jay Rodriguez drop to the bench, while Cedric is not in the squad at all. There are statrs for Maya Yoshida, Cuco Martina, Matt Targett, Pierre-Emile Hojbjerg and James Ward-Prowse. Leading the line will be Shane Long and Charlie Austin. Unfortunately, Tomas Rosicky misses out completely for Sparta. It's unknown whether he has an injury or he is not yet match fit.
7.25pmI think it's fair to say that Southampton haven't particularly jumped out of the blocks this season under Puel. There was always going to be a period of readjustment when Koeman packed his bags and left for Everton, and we are seeing it on the pitch. The Saints are yet to pick up a win in the Premier League this season. It's early days of course, but they have managed just two points in four games.
7.29pmTheir opening-weekend fixture was at home to Watford, who retained their top-flight status in their first season back in the division. Etienne Capoue put the visitors in front inside the first 10 minutes, but Southampton's summer signing Nathan Redmond found an equaliser just before the hour mark. It was not enough to inspire a comeback, though, as the Saints settled for a point.
7.33pmNext up was a trip to Old Trafford to face Manchester United, and as expected, Mourinho's side came out on top on home turf. Zlatan Ibrahimovic was the hero as he scored twice - once from the penalty spot - in a comfortable game for the Red Devils. Southampton came away with nothing, but intended to bounce back when they welcomed Sunderland to St Mary's the following weekend.
7.36pmLike Southampton, Sunderland have not yet earned a league win this season as the linger towards the bottom of the table. Despite their predicament, Puel's side did not make the most of it as they struggled to find a breakthrough, eventually conceding at the other end a penalty struck by Jermain Defoe. With 10 minutes on the clock, Southampton found a response through Jay Rodriguez, who scored in the 85th minute, but once again, a point was all they could get.
7.42pmIn fairness to Southampton, they have faced some touch opposition in these early stages of the season - one of which is Arsenal. Last weekend, the team travelled to the Emirates to take on Arsene Wenger's side, and they were given a huge boost when Dusan Tadic's free kick was helped into the back of the net by goalkeeper Petr Cech. For 12 minutes they held onto the lead, but Laurent Koscielny's overhead kick drew Arsenal level. As the game went on, the North London outfit continued peppering Southampton's goal but kept wasting chances. The match looked destined for a draw, but in the fourth minute of injury time, Arsenal were awarded a penalty due to Jose Fonte holding Olivier Giroud's shirt, and Santi Cazorla converted.
7.44pmIt was a hammer blow to Southampton as they must have thought that they were heading home with a point, but it was not to be. It would have been even more frustrating given the manner of the penalty. Referees are trying to crackdown on grappling in the box, but with incidents like this there are very fine margins. The players would have immediately felt deflated after losing that game, but they cannot let that affect them when they take to the pitch tonight.
7.45pmSouthampton have been shy of goal threat this season as they have found the back of the net just three times in four games, and even one of those goals was an own goal from Cech! Redmond and Rodriguez are the only scorers in Puel's team so far, but there has been one player who has consistently performed so far - Dusan Tadic.
7.47pmThe midfielder has demonstrated plenty of skill and pace in the first four games of the season. He also impressed for Serbia recently as he nabbed a penalty in a 2-2 draw with the Republic of Ireland in a 2018 World Cup qualifier. The 27-year-old has the ability to turn a game on its head, but he will need to be on top form this evening to help Southampton to a much-desired first win of the season.
7.49pmAs mentioned earlier, Puel is well versed in European football given that he has coached Lyon, Monaco and Lille in both the Champions League and Europa League, while he has also overseen a campaign with Nice in the second-tiered competition. His record in the elite tournament stands at 52 games, 21 of which ended up in victories, while 14 were draws and 17 defeats. He is less experienced in the Europa League having overseen 24 matches. Twelve of those were wins, while seven ended in draws and he witnessed five defeats.
7.50pmSouthampton squandered an opportunity to reach the Europa League proper last season as they were beaten by Midtjylland in the playoff round. This time, they enter the group stage of this version of the UEFA competition for the first time and they have a big task ahead. As well as Sparta, the Saints will take on Inter Milan and Hapoel Beer Sheva.
7.52pmDID YOU KNOW? Southampton have an impressive European record having suffered defeat just once in 14 matches at home, and they are also unbeaten in their last five fixtures having won one and drawn four. Those matches date back to the 1981 UEFA Cup.
7.53pmLet's turn to Sparta, shall we? We have mentioned that they reached the quarter-finals last season, but how are they heading into this campaign? Well, they are unbeaten in their last five games having won three and drawn two. In that time, the team have scored 10 goals, and one of those fixtures - against Sonderjyske - ended goalless.
7.56pmWe know that Sparta have performed in the Europa League lately having reached the final eight. En route to their clash against Villarreal, they overcame the likes of Lazio and Krasnodar. They won less than half of their games on the road (three of seven), but they suffered defeat just once, and that was to Villarreal. In away fixtures, they netted 16 goals.
7.58pmHEAD TO HEAD: This is the first time that Southampton and Sparta have played one another. It is also the first time that the Saints have ever gone up against Czech opposition.
8.01pmBoth sides are about to make their way onto the pitch. We'll have the obligatory handshakes and then play will get underway.
1 minKICKOFF! Sparta get us underway! Can Southampton get their Europa League campaign off with a win or will they fall to the same fate as Manchester United? Jose Mourinho's side were beaten 1-0 by Feyenoord earlier tonight... Anyway back to the game at hand!
2 minVan Dijk goes long for Austin, but the defender gets there first. The visitors fail to keep hold of it, though, and Romeu latches onto the loose ball. He drives towards the box, but Sparta eventually scramble the ball away.
4 minHojbjerg charges down the right and plays a through-ball for Austin, who drives to the byline, but gets tackled by Costa. It's a free kick.
5 minNo, it's not.... it's a PENALTY TO SOUTHAMPTON!
5 minSouthampton have the perfect start! Austin slots the ball home from the spot to give the Saints an early lead. In truth, the penalty was unfair on Sparta. It was first given as a free kick by the referee but after discussing with the linesman he changed his decision. It was for a handball, but Costa couldn't do much about it as the ball bounced off his leg and onto his arm. Before the penalty was taken there was some arguing between Tadic and Austin! The former wanted to take the kick, but Austin stood firm. The pair were smiling and hugging once Austin had scored though!
9 minWhat a crazy few minutes, but the game is beginning to settle down. Austin breaks free down the left and drills a low cross into the box, but Costa knocks it out for a corner.
10 minCHANCE! Ward-Prowse whips the ball in and finds Van Dijk, who rises above his markers to get a header away, but he misses the target as the ball drifts over the top of the crossbar.
12 minCHANCE! At the other end, Sparta almost find an equaliser as Karakvayev sends a low cross into the box. Julis gets on the end of it, but he can only direct the ball wide.
15 minLong gets brought down and a free kick is awarded. Ward-Prowse plays it over the top for Austin, who stretches in a bid to reach it, but the ball bounces into the keeper's hands. Southampton are looking lively!
18 minVan Dijk blocks twice! Karavayev gets into the box and he has a lot of space around him. He aims low to the six-yard box, but Van Dijk knocks it back. The Sparta player gets a second crack at it, but once again, Van Dijk blocks.
20 minSparta seem to be struggling with Southampton's shape when on the defence, but the visitors look dangerous on the break.
21 minSouthampton hoof the ball up long for, ahem, Long. The Irishman tries to chase down the ball and he gets a touch, but it's a heavy one and the ball trickles out for a goal kick.
24 minTadic clashes with Vacha and seems to have hurt his back. The Southampton midfielder is receiving treatment, but he's back on his feet relatively quickly, so he should be fine to continue.
26 minGOAL RULED OUT! Austin gets the ball in the net for a second time, but he's offside. Martina whips the ball into the box, and Austin is there to nod it home, but it won't count.
8.53pmIt's pretty much plain sailing for Southampton as they enter the half-time break 2-0 up. Charlie Austin is the man to give the Saints their advantage as he slotted home from the penalty spot in the fifth minute and added another to his tally just before the half-hour mark. Sparta have shown little in terms of meaningful chances, but they have shown some danger on the counter-attack. We'll return for the second half shortly!
46 minRESTART! Southampton get us back underway at St Mary's! Can they extend their lead or will Sparta get back into it? Let's find out!
46 minSPARTA SUB: The trailing side have made a half-time change as Lafata comes on for Julis. Southampton have fielded the same XI that started the fixture.
47 minSparta try to make an early impact in this season half as the ball is played through towards Sural, but the midfielder is caught offside.
49 minSouthampton go on the charge and it's Targett who drives down the left-hand side of the field before playing the ball forward for Long, but his pass goes out for a throw-in.
51 minThe passing isn't quite there for the Saints at the moment. A lot are going astray and they are yet to test the keeper in this half.
52 minLong finds space on the edge of the area, but he gets swarmed by Sparta players and Holek is the man to nick the ball off him. The striker has got himself in decent positions tonight, but has not posed much of a threat.
53 minTadic exchanges passes with Hojbjerg before cutting inside to sweep a left-footed shot towards goal, but Koubek drops down to his left and comfortably saves.
56 minIt's much better from Southampton now as they find the movement that they had in the first half. Tadic swivels before passing forward for Austin, but the flag is raised.
57 minSparta get a free kick and it's delivered perfectly into the box, but Tadic manages to get to it first and the rest of his teammates clear.
61 minA potential worrying moment for Van Dijk as he brings the ball out from defence and comes close to losing it, but he manages to keep hold of it.
65 minI'm afraid there's not much to report. Southampton seem happy to keep hold of the ball, while Sparta are doing little to change the scoreline.
66 minOh, there is something to report, but it's from the other Group K fixture. Inter Milan are 1-0 down to Hapoel Beer Sheva! Interesting...
66 minSPARTA SUB: It's a second change for the Czech side as Marecek comes on for Vacha, who limps off the pitch.
68 minSHOT! The game has come to life! Cermak goes it alone as he drives towards the centre of the box. His shot gets blocked and Lafata is there for the follow-up, but his half-volley goes straight to Forster.
70 minBOOKING! Kadlec gets the first yellow card of the night following a tackle on Targett.
72 minSOUTHAMPTON SUB: Puel makes a change now and it's Tadic who comes off for Redmond.
74 minIt's been a bit of a frustrating night for Long. Redmond delivers the ball towards the striker in the box, but the forward is flagged offside.
75 minSPARTA SUB: Final change for the visitors as Sural makes way for Pulkrab.
76 minSOUTHAMPTON SUB: Austin won't be getting his hat-trick tonight, but he does receive a standing ovation as he comes off and Rodriguez replaces him.
78 minBOOKING! A silly yellow card from Romeu as he slams into his opponent late.
81 minSparta inject a bit of life into their game as they pass the ball around in Southampton's half, but the move breaks down when Frydek goes for glory. He attempts a curling shot past Forster, but it's a poor effort and the ball goes out for a goal kick.
82 minHojbjerg delivers a perfectly-weighted though-ball for Martina, who picks it up near the byline, but Frydek dives down to send the ball out for a corner.
83 minThe Southampton players scream for a penalty after Yoshida falls to ground following a slight nudge in the back, but the referee waves away their claims.
88 minBOOKING! Pulkrab receives a yellow card for a late challenge on Ward-Prowse. He can have no complaints there.
90+1 minWe're into the first minute of three added and the game is winding down. It looks like Southampton will see this out as 2-0 winners.
10.00pmSouthampton are up and running in the Europa League! It was a comfortable night's work as Charlie Austin netted twice and Jay Rodriguez wrapped it up to give the club a 3-0 win over Sparta Prague. They end the night at the top of Group K after Inter Milan were beaten by Hapoel Beer-Sheva. That's all from us this evening! Thank you for coming along, and until next time, goodbye!