Prime Minister Rishi Sunak - a Saints fan - was among those in attendance on the south coast as the hosts' 11-season stay in the top flight came to an end.
In what has been described as a 'heart-breaking' moment by the club, Southampton has been relegated from the Premier League following a 2-0 defeat against Fulham.
The bottom side needed to win to have any chance of beating the drop, but second-half goals from Carlos Vinicius and Aleksandar Mitrovic - in his first outing since serving an eight-game ban - confirmed their fate on Saturday afternoon.
Southampton captain James Ward-Prowse said: “It’s a difficult moment for the club."
He added: “It’s something, in all honesty, we’ve been fearing for a little while. For the last couple of years we’ve not been performing at the level I believe we should be and I think this season’s caught up with us.“It’s tough, it’s not a nice moment. For any player with any experience but especially with the young squad we’ve got. A difficult moment now but hopefully one everybody will learn from and it’s a time for everybody to go away now, have a think about what they’ve done over the season.“Whether they’ve done enough and whether we as a group and as club have done everything we can to sustain our Premier League status. Ultimately it’s not been good enough."