Leicester ended Southampton's 100 percent start to the season with a 3-2 victory at the Walkers Stadium.
Darius Vassell put the home side ahead inside three minutes when he tapped in from close-range, before Richie Wellens struck from 25-yards to double their lead on 22 minutes.
Dan Harding pulled one back for the Saints on 28 minutes with a headed finish.
Sven-Goran Eriksson's men extended their advantage in first-half stoppage-time when Rickie Lambert put through his own net.
David Connolly made it 3-2 on 53 minutes, but the visitors couldn't find an equaliser.
The Foxes visit Barnsley on Saturday, September 10, while Nigel Adkins's side host Nottingham Forest.