Southampton needed penalties to beat Championship side Sheffield United at Bramall Lane and secure their place in the Carabao Cup fourth round.
Oriol Romeu stepped up to score the winning penalty as Ralph Hasenhuttl's side prevailed 4-2 in the shootout.
Oli McBurnie had met Ben Osborn's cross at the back post to draw United level midway through the second half.
Goals from Ibrahima Diallo and Mohammed Salisu had earlier put Saints in front following Enda Stevens' opener.
While Hasenhuttl's side remain winless in the Premier League after five matches, they secured the biggest away win in their history by hammering League Two Newport County 8-0 to reach this stage of the League Cup.