Ralph Hasenhuttl's side maintained their unbeaten summer record with a 1-0 success over Levante last time out, whereas Athletic were sunk 2-1 by Union Berlin.
As the Saints prepare to face Spanish opposition twice in the space of a week, the South Coast team can take inspiration from their recent successful endeavour against teams from La Liga, as Levante paid a visit to St Mary's in midweek only to suffer a 1-0 defeat.
The unlikeliest of goalscorers in Kyle Walker-Peters struck the game's only goal in the 62nd minute, and Hasenhuttl paid tribute to "a beautiful evening" as fans provided the atmosphere during Southampton's third victory of the pre-season period.
Hasenhuttl's side kicked off their summer preparations in somewhat disappointing fashion with a 1-1 draw against Fulham but proceeded to claim back-to-back successes over Cardiff City and Swansea City during their stint in Wales, although Athletic Bilbao represent quite the step-up in opposition.
As impressive as they have looked on the pitch, Southampton have only been in the news for one reason recently, as Danny Ings completed an unforeseen move to Aston Villa after Hasenhuttl had previously expressed optimism over the striker's chances of signing a new deal.
There can be little time to dwell on the loss of the ex-Liverpool man, though, as Southampton have one final opportunity to figure out their optimal winning formula before Everton and Manchester United lie in wait during the first two weeks of the Premier League season.
After claiming two wins from three during their tour of Switzerland - including a memorable 2-0 success over Borussia Dortmund - Athletic Bilbao travelled to Berlin seeking more success against Bundesliga opposition in Union Berlin.
The Copa del Rey runners-up did strike first through Alex Berenguer, but Union turned it around in the second 45 minutes as Genki Haraguchi and Timo Baumgartl netted within seven minutes of each other to stop Athletic in their tracks and hand them a second pre-season defeat.
Marcelino's side would have had a week to recover from that dampening defeat by the time they step out onto the St Mary's turf, but the Athletic boss has plenty of big decisions to ponder for the trip to England, as his side will take on Liverpool 24 hours after their battle with Southampton.
Southampton and Athletic Bilbao have not locked horns competitively since the first round of the 1971-72 UEFA Cup - with the Spanish side winning 3-2 over two legs - but the Saints recorded a 1-0 friendly win over their upcoming opponents in 2016 courtesy of a Shane Long winner.
While many teams have been tinkering with their lineups mid-game since the start of August, Hasenhuttl instead elected to give most of his players the full 90 minutes against Levante, with Nathan Tella the only player who failed to see out the game.
Following Ings's sudden exit, James Ward-Prowse has also earned himself links with a move to Aston Villa, and the England international is unlikely to be involved here due to a knee injury.
As for Athletic, it is almost impossible to predict how Marcelino will set his side up for this game given that half of the travelling party will likely be kept in reserve for Sunday's battle with Liverpool.
The likes of Raul Garcia, Inaki Williams and Inigo Martinez were all involved against Union Berlin, but Unai Simon is busy preparing for the final of the Tokyo 2020 Olympics men's football tournament with Spain.
Southampton possible starting lineup:
McCarthy; Valery, Bednarek, Vestergaard, Perraud; Walcott, Armstrong, Romeu, Djenepo; Obafemi, Long
Athletic Bilbao possible starting lineup:
Agirrezabala; De Marcos, Alvarez, Martinez, Balenziaga; N. Williams, Sancet, Vencedor, Morcillo; R. Garcia, Villalibre
We say: Southampton 2-1 Athletic Bilbao
Athletic's impending fixture with Liverpool makes it difficult to predict with complete certainty how this game might pan out, as Marcelino may elect to hand opportunities to younger and fringe players at St Mary's.
A refreshed and new-look Saints squad from their midweek friendly can seek to take advantage of their opponents' busy schedule, and we can envisage the Saints starting life without Ings on the right foot with a narrow success.