Virgil Gomis and Zach Clough put Forest in control with two well-taken goals, before Kornelius Hansen gave the Saints a glimmer of hope, but they eventually fell short of snatching a draw.
Forest started the brighter of the two sides and had a flurry of chances in the opening exchanges. Liam Sole cut in on his left-foot and saw a fierce effort saved, before Clough saw a dangerous free-kick headed off the line by Oludare Olufunwa.
The hosts made their dominance pay just before the first-half’s midway point when Brennan Johnson burst into the box and unselfishly squared to Gomis, who tapped in from inside the six-yard box.
Southampton chances were few and far between throughout the opening 45 minutes, with their only notable chance coming when Alex Jankewitz latched onto Will Ferry’s in-swinging corner, but his header was comfortably saved by Shelvey in the Reds net.
Clough had a chance to double Forest’s advantage moments before the interval, but his scuffed effort from the edge of the box caused no problems for Saints keeper Jack Bycroft.
Forest continued the second-half where they left off and almost scored their second moments after the restart when Gomis ran through on goal, but saw his poked effort clawed behind for a corner.
The Reds eventually did double their advantage when Toby Edser’s corner was headed as far as Clough, who smashed a vicious half-volley into the far corner from the edge of the box.
Southampton grew into the game after the second goal and almost pulled one back shortly after when Will Ferry raced into the penalty box, but blazed an effort over the cross-bar.
Substitute Hansen gave The Saints hope with a well-taken finish with just under 20 minutes left on the clock. The forward jinked the ball onto his left foot before unleashing a powerful drive int the far corner from the right-hand side of the box.
The visitors were almost level moments later after they forced Shelvey into two brilliant saves. Aaron O’Driscoll saw a header saved before Nathan Tella went on a marauding run down the left before seeing a long-range effort tipped over the bar.
With just under ten minutes to go, Forest had another effort go amiss. Edser’s well-worked corner went as far as Barnes, but his effort from distance flew over the bar.
In the dying embers of the match, Saints had one final chance when Hansen chipped in an inviting free-kick to the back post, but the stern Forest defence cleared their lines as they held on for a narrow victory.
That was Forest’s first win in the Premier League Cup this season and they return to league action next at home to Crewe Alexandra on Friday 14th February (kick-off 1pm).
Forest: Shelvey, Back, Rama, Edser (c), Stewart, Barnes, Sole (Sodiende 78'), Johnson, Gomis (Larsson 55'), Clough (Harbottle 63'), Mighten
Subs not used: Wright, Dekel-Daks
Goals: Gomis 16', Clough 51'
