Tonda Eckert made two changes to the starting lineup for the trip to Hillsborough, opting to give Cameron Bragg a runout in place of Flynn Downes and bringing back Shea Charles for Casper Jander in a completely overhauled midfield.
After an impressive 70 minutes on Tuesday night, Cyle Larin kept his place up front with Ross Stewart remaining on the bench.
After James Bree opened the scoring from close range, Ryan Manning added another on the stroke of half-time with an exquisite free-kick.
Despite being pegged back to 2-1, Saints sealed the win when Taylor Harwood-Bellis hooked in a Léo Scienza cross that had been diverted into his bath by Kuryu Matsuki.
Player ratings as Southampton dominate Wednesday
Southampton lineup: (4-2-3-1)
Goalkeepers and defenders
Goalkeeper - Daniel Peretz: 6/10 - Southampton’s shot-stopper had little to do for most of the match. But he might have done better with the goal when he was beaten by Jerry Yates at the near post.
Right-back - James Bree: 7/10 - After making the Sky Bet Championship team of the week for his performance against QPR on Tuesday, the English right-back put in another solid display and grabbed another goal.
Centre-back - Taylor Harwood-Bellis: 7.5/10 - The centre-back had a mammoth 111 touches against QPR on Tuesday night and hit the post with a header. He went one better today, scoring Saints third as Wednesday threatened to get on level terms.
Centre-back - Jack Stephens: 7/10 - Another good performance from the captain, particularly when Saints came under pressure after Wednesday scored. Made 7 clearances: more than any other player on the pitch.
Left-back Ryan Manning: 7/10 - Much better going forward than defending today. Manning scored a great free-kick and had four shots in total.
Midfielders
Central midfielder - Cameron Bragg: 6.5/10 - A mature performance from the youngster. His accurate passing controlled the game and allowed Shea Charles to play more dynamically.
Central midfielder - Shea Charles: 6.5/10 - Charles was bright and full of energy, particularly offensively. Unlucky not to get on the scoresheet.
Attackers
Right winger - Kuryu Matsuki: 6/10 - The Japanese attacker is bang in form, and his two goals on Tuesday showed why the boss kept faith in him today. Matsuki offered width and intensity throughout. Always a danger.
Attacking midfielder - Finn Azaz: 7/10 - Azaz is not everybody's cup of tea, but he showed on Tuesday why he is so important to the team. He should have been credited with two assists, but Larin fluffed his lines on both occasions.
Left winger - Leo Scienza: 6.5/10 - The Brazilian gave Sean Fusire a torrid time in the first half, and it was his cross from the right that provided the ammunition for Southampton to go a goal ahead. Scienza should have put his side 3-0 up, five minutes into the second half, after dribbling his way inside. His shot was tame and easily saved by Dieng.
Striker - Cyle Larin: 6/10 - The Canadian put himself about well and offered an outlet throughout. Wasted two good chances in the first half.
Substitutes
Cameron Archer - 6/10
Tom Fellows - 6/10
Nathan Wood - 6/10
Oriol Romeu - N/A
Samuel Edozie - 5/10