Victory at the KC Stadium marked Southampton's 10th win from 11 games in all competitions, and Koeman, who replaced Mauricio Pochettino in June, says that even he is slightly shocked by his team's lofty position.
Asked if he is surprised, the Dutchman told Sky Sports News: "A little bit, yes. But we talk a lot about how you have to control the game.
"Out of good organisation, that is always the key for teams to be successful. We showed that today."
Koeman's side will hope to continue their good form when they host Leicester City at St Mary's next Saturday.