The Saints took the lead in the second half through Ryan Bertrand, but were pegged back by a strike from Charlie Austin. However, a minute later the 29-year-old scored an incredible acrobatic effort to notch his fifth goal of the season and hand Ronald Koeman's men the three points.
Pelle told the club's official website: "It was important in that moment not to give up and to score as soon as possible, so I'm really happy. It was an amazing goal.
"I score nice goals in general. The trainer was joking with me that this is one of my top goals, like the ones I got in Holland. He said the first four I got here were too easy for me!
"A goal is a goal, but sometimes a goal like this gives you the feeling to keep going. It was important to score today to get us the three points, and things are going well. I'm happy for me and happy for the team. If we win, I'm happy. If we win and I score, I am double happy."
Southampton are second in the Premier League with 13 points from six matches this season.