Wigan dominated the first-half, but Saints came into their own after the break and grew so much in confidence.
They threw the shackles off and defeated their League One opposition comfortably.
The opening goal came on 62 minutes, as Dusan Tadic found Pierre-Emile Hojbjerg from a corner, the Dane volleying home to score his first goal for the club.
Nathan Redmond threaded in Manolo Gabbiadini on 73 minutes and the Italian was pulled down by Dan Burn to gift Saints a penalty.
But Christian Walton made a superb save from the spot kick to deny Gabbiadini, who struck the ball hard and true but couldn't squeeze it past the Brighton loan man in the Latics net.
Wigan were busy looking for an equaliser when Saints, and particularly Cedric, took the wind out of their sails, scoring a superb breakaway goal.
The Portuguese right-back galloped down the left, cut in and curled superbly home at the near post to make it 2-0.
Freelance photographer James Williams was at DW Stadium to capture all of the action from the FA Cup quarter final match between Wigan and Southampton - so be sure to check out the pictures above.
Comments: Our rules
We want our comments to be a lively and valuable part of our community - a place where readers can debate and engage with the most important local issues. The ability to comment on our stories is a privilege, not a right, however, and that privilege may be withdrawn if it is abused or misused.
Please report any comments that break our rules.
Read the rules here