After West Ham's win at West Bromwich Albion, this is even more of a must win game than it was before, Saints must hope Manchester City's heads are already in Madrid.
Saints are now realistically looking at finishing 7th at best after the Hammers win over the Baggies, which leaves us trailing 5 points in their wake with only three games left, that is a massive gap to make up at this stage of the season.
Indeed even 7th might be tough with Liverpool playing at midday today at Swansea, if the Reds beat the Swans then they will be four points ahead.
So all we can do now is win our games and hope that Liverpool blow up in the league and concentrate on the Europa League, then of course we need Manchester United to win the FA Cup, a phrase that I don't think I have ever used before, in fact I dont think that phrase exists in the English language.
Beating City will be hard, but it is far from impossible, they have a dilemma of their own for this game, of course their main focus will be on their game at Real Madrid in midweek, but with Arsenal overtaking them in the Premier League they do need league points otherwise they could find themselves starting very early next season in the qualifying stages, not to mention if Manchester United should beat Leicester to move within a point.
Saints need to play on the pressure that City are under and the hope that Pelligrini's focus will be solely on the Champions League this weekend, with the City boss leaving at the end of the season, he will want to be remembered for winning the Champions League for City, not for finishing 3rd, he will not care what City have to do next season, for him it's all about now and winning silverwear.
For our part though Saints should not fear City, indeed since the New Year the number of points we have gained is only bettered by the top two, we are in better shape than the visitors and as Newcastle proved recently they are not infallible.
We need to go out and play our pressing game from the start harass their back four and force them into errors, not give them the chance to play, also in old footballing terms we need to "Let them know we are there" make sure that we have them more worried about the Real Madrid game than they should be.
From Ronald Koeman's point of view the big decision is whether he plays Jay Rodriguez from the start or not, I suspect that he will drop him down to the bench feeling that it is a big ask to play him in another full game so soon after the first, that leaves the way open for a return for either Sadio Mane or a little shuffle where Shane Long drops wide and Graziano Pelle returns to the central striking role.
Either way Ronald Koeman will feel very happy that he has two class attacking players to come off the bench if the need arises.
Other than that its just a question of doing what we do well, that is defend well and attack with pace, what we could do with though is a clean sheet, it has been a long time since we have done that and the reason is the lapses of concentration that have seeped back into our game again of late.
We control games for long periods and then shoot ourselves in the foot by a momentary lapse, if we do not qualify for Europe we will be able to look back at a number of games and pinpoint goals that cost us dearly.
But it will be an emotional day at St Mary's, we need to channel all that emotion into getting behind the team and making it yet another May Day to remember !