Now it has been confirmed by Southampton that the transfer for Long, who has joined his third club in a year, has been finalised.
"I'm delighted," Long told the club's official website. "This came out of the blue for me but, once I'd come and had a look at the training facilities and met the manager, it seemed like the right decision for me and my family.
"It was a hard decision for me to make, but when you come down to Southampton you see how big a club it is and how well set up it is.
"You look at how well they did last season and they are developing a new squad for this year to try and achieve those accomplishments again, and hopefully I can be a big part of that."
Manager Ronald Koeman added: "Shane is a very good player. As a striker, he's different to Graziano Pelle, which is something we needed.
"He brings ambition and a great mentality – he's always running and always working, and he's very down-to-earth. He's a great person, and we need that type of player."
Long joined Hull from West Bromwich Albion in January this year.