It is a good result for a club that has dominated this competition for the past few years, winning four of the last six trophies.
Unsurprisingly in a 5-1 win, there were few bad individual performances, but here are the ratings for the Chelsea players against Southampton.
Standing in for the injured Petr Cech, Turnbull has looked comfortable in the Chelsea goal.
He was not tested as much as Boruc in the Southampton goal, but still made some saves to limit the Saints to the one goal.
As for the goal itself, Turnbull was not really to blame. He did well to close in on Rodriguez and was unlucky not to get a hand to the shot.
Chelsea's captain for the day was in fine form, showing us once more why Chelsea would be crazy to let him go at the end of the season.
Solid defensively, captain Cole was reliable as ever at the back, and also added an assist for Moses to make it 2-1 just before half-time.
Ivanovic has been Chelsea's best defender hands down this season. He continued his fine form Saturday.
He was solid as a rock at the back, making some important tackles, and also scored with an excellent header to put the game out of Southampton's reach.
A top-quality performance.
A mixed performance from the England defender.
Cahill lost his man and was subsequently to blame for the Southampton goal. With that exception, he put in a good performance.
There's not much to say about Azpilicueta, as he was pretty absent for most of the match.
He was nowhere to be found in the lead up to the goal and didn't have much impact on the attack. Not a bad performance, but not spectacular either.
The Brazilian was not at his best going forward, giving the ball away a couple of times, but made a few key tackles.
In the end, his biggest impact was when he was defending, especially after making the switch to defense in the second half.
It seems as though Ramires is too often the unsung hero of this Chelsea team.
Once again he made several crucial interceptions and kick-started many of Chelsea's best attacking moves.
The Spanish striker proved once again why he is indispensable to this Chelsea team.
He created the equalizing goal out of nothing (and perhaps deserved to be credited for it) and put in a tireless performance, making runs and creating chances throughout the match.
This was not his best performance in a Chelsea shirt, but he did show moments of brilliance with a few nice touches.
Moses was the main performer when the team was behind. He played a part in Chelsea's first goal and scored the second to put them in front.
Less effective in the second half, he was taken off in the 73rd minute.
Can you ask for a better debut as a striker?
Two goals and some good defensive work—only a hat-trick would have bettered this performance from Chelsea's new target man.
The match was all but over by the time any substitutions were made.
Frank Lampard had the biggest effect on the game when he scored a penalty to equal Kerry Dixon as the second-highest Chelsea goalscorer.
Marin and Oscar both came on too late to make much of an impact.