The 2015–16 Southampton F.C. season was the club's 17th season in the Premier League and their 39th in the top division of English football. It was also the club's first season in a European competition since 2003–04. Southampton finished the season in sixth place in the Premier League, having won 18, drawn 9 and lost 11 of their 38 matches. This result is the highest club finish in the Premier League and the highest Premier League points total (63) in the club's history. Aside from the league, the club was eliminated from the third round of the FA Cup, the fifth round of the League Cup, and the qualifying play-off round of the UEFA Europa League.

Following the end of the 2014–15 campaign, Southampton released seven first team players. The club also sold right-back Nathaniel Clyne to Liverpool, midfielder Morgan Schneiderlin to Manchester United, and striker Emmanuel Mayuka to French side Metz. Three players were sent out on season-long loans to Football League sides – Sam Gallagher to Milton Keynes Dons, Jack Stephens to Middlesbrough, and Jordan Turnbull to Swindon Town – while Jason McCarthy and Lloyd Isgrove were sent out on loans until January.

2015–16 Southampton F.C. season

In the summer transfer window, the Saints made seven full signings – striker Juanmi from Málaga, right-backs Cédric Soares and Cuco Martina from Sporting CP and FC Twente, respectively, midfielder Jordy Clasie from Feyenoord, defensive midfielder Oriol Romeu from Chelsea, goalkeeper Harry Lewis from Shrewsbury Town, and centre-back Virgil van Dijk from Celtic. The club also brought in Fulham goalkeeper Maarten Stekelenburg and Queens Park Rangers centre-back Steven Caulker on season-long loans.

2015–16 Southampton F.C. season

In January 2016, the club signed striker Charlie Austin from Queens Park Rangers. Caulker's loan agreement was cut short to allow him to move to Liverpool, while both Gallagher and Stephens returned to Southampton early. Also loaned out were Sam McQueen to Southend United, Gastón Ramírez to Middlesbrough, Ryan Seager to Crewe Alexandra, and Stephens to Coventry City, while Isgrove's loan spell at Barnsley was extended until the end of the season. In addition, young goalkeeper Harry Isted was released.

2015–16 Southampton F.C. season

Senegalese forward Sadio Mané finished the 2015–16 season as Southampton's top scorer, with 15 goals in all competitions; Mané and Italian striker Graziano Pellè finished as joint top scorers in the Premier League, with 11 goals each. Irish striker Shane Long won the fan-voted Southampton F.C. Player of the Season award presented by the Southern Daily Echo, while Dutch defender Virgil van Dijk won the Fans' and Players' Player of the Season awards presented by the club. Saints manager Ronald Koeman won the Premier League Manager of the Month award in January 2016, while goalkeeper Fraser Forster won the Premier League Player of the Month award in February 2016.

Pre-season

Southampton began their pre-season preparations in Austria with a friendly against German side RB Leipzig on 8 July 2015, which they lost 5–4. New signings Juanmi and Cédric Soares scored their first goals for the club, while Jay Rodriguez returned from a long-term injury to strike twice in the game. Three days later, the club competed in the Audi Quattro Cup semi-final against Spanish club Valencia, losing 1–0 thanks to a goal scored by Pablo Piatti. Both Sadio Mané and José Fonte hit the crossbar during the game, but Valencia advanced to the final. In the third-place playoff match against hosts Red Bull Salzburg, the Saints lost 2–0, thus finishing fourth in the tournament.

On 15 July, Southampton faced Brighton & Hove Albion in a private match at the Staplewood training ground. The Saints won the game 1–0, with Sam McQueen scoring the only goal in the final minute. Three days later, they beat Dutch club FC Groningen 3–0 thanks to goals from captain Fonte, Mané and Graziano Pellè. They later beat Quick '20 10–0 on 21 July, with goals including hat-tricks from Pellè and Rodriguez. The Saints won their last match in the Netherlands on 23 July, beating Feyenoord 3–0 with goals from Pellè, Maya Yoshida and Juanmi.

The club finished their pre-season preparations at St Mary's Stadium against Spanish side RCD Espanyol on 2 August. The hosts went 1–0 down early on through a goal by Salva Sevilla, but equalised through Rodriguez in the last five minutes to finish the game 1–1.