The visitors were quickest out of the starting blocks as Ryan Bertrand drove into space on the left and produced an effort which bounced harmlessly wide of the far post.
Southampton continued to threaten in the early stages, but were nearly caught out by a set piece in the sixth minute as Sebastian Larsson's free kick fell to Billy Jones, but Kelvin Davis was on hand to catch the subsequent header.
Sunderland were then given the chance to open the scoring from the penalty spot in the 20th minute as Danny Graham was felled by Jose Fonte in the Saints box.
Jordi Gomez stepped up and duly slotted the spot kick into the bottom corner, despite Davis diving the right way.
Southampton were not behind for long, however. A defensive mishap from Costel Pantilimon and his back line allowed Sadio Mane to rush in and tap the ball into the empty net.
John O'Shea, who suffered a collision with Shane Long earlier in the game, was unable to continue and Santiago Vergini took his place in the Black Cats defence just after the half-hour mark.
Sunderland ended the first half on a high as Davis was forced to repel a number of dangerous Black Cats chances, but Southampton hung on to go in level at the break.