Boss Nuno Espirito Santo insists Wolves must maintain their focus despite the brilliant start to the new season.
Goals from Ivan Cavaleiro and Jonny Otto was enough to seal a 2-0 victory in a balanced game at Molineux.
He said: “We are happy knowing it’s only the start. There’s a long way to go, and we have to improve.
“Southampton really put us against the ropes, it’s not easy and tough moments will arrive, and we have to be ready for it.
“Whether we deserved it or not, you never know. We know we are ready and able to adapt to any scenario, even when you are not having the ball.
“If you asked if we deserved to win I would say yes, probably Mark Hughes would say no. That’s the game, and that’s football.”
The game looked to be heading for a stalemate until Cavaleiro, making his Premier League debut, was teed up by Raul Jimenez to ram in with 11 minutes left.