Tadić became the first signing under new Southampton manager Ronald Koeman on 8 July 2014, signing on a four-year deal.
He joined for an undisclosed fee, thought to be £10.9 million.
He made his competitive debut on 17 August in their first game of the Premier League season, playing 74 minutes of a 2–1 defeat at Liverpool before being substituted for fellow debutant Shane Long.
Tadić assisted Southampton's goal through a one-two with goalscorer Nathaniel Clyne.

He scored his first Southampton goal on 23 September with a penalty against Arsenal in a 2–1 League Cup victory at Emirates Stadium.
His first league goal for the club came in an 8–0 trouncing of Sunderland on 18 October, in which he assisted four others, equalling the Premier League record for the most assists in a single match.

On 13 December, Tadić had a penalty saved by Tom Heaton as Southampton went on to lose 1–0 away to Burnley.
He scored in a 2–0 win over Arsenal on 1 January 2015, and ten days later scored the only goal as Southampton defeated Manchester United at Old Trafford and rose into third position at their expense.
This marked Southampton's first league victory at Old Trafford since 1988.

Tadić scored twice in a 3–0 win against Norwich City on 30 August 2015 for the Saints' first league win of the season.

He scored another brace in a 4–2 win over relegated Aston Villa on 23 April 2016.
In the next game, he provided three assists in a 4–2 win over Manchester City, becoming only the fourth player to achieve three or more assists in more than one Premier League game.
Tadić became the first signing under new Southampton manager Ronald Koeman on 8 July 2014, signing on a four-year deal. He joined for an undisclosed fee, thought to be £10.9 million. He made his competitive debut on 17 August in their first game of the Premier League season, playing 74 minutes of a 2–1 defeat at Liverpool before being substituted for fellow debutant Shane Long. Tadić assisted Southampton's goal through a one-two with goalscorer Nathaniel Clyne.
He scored his first Southampton goal on 23 September with a penalty against Arsenal in a 2–1 League Cup victory at Emirates Stadium. His first league goal for the club came in an 8–0 trouncing of Sunderland on 18 October, in which he assisted four others, equalling the Premier League record for the most assists in a single match.
On 13 December, Tadić had a penalty saved by Tom Heaton as Southampton went on to lose 1–0 away to Burnley. He scored in a 2–0 win over Arsenal on 1 January 2015, and ten days later scored the only goal as Southampton defeated Manchester United at Old Trafford and rose into third position at their expense. This marked Southampton's first league victory at Old Trafford since 1988.
Tadić scored twice in a 3–0 win against Norwich City on 30 August 2015 for the Saints' first league win of the season.
He scored another brace in a 4–2 win over relegated Aston Villa on 23 April 2016. In the next game, he provided three assists in a 4–2 win over Manchester City, becoming only the fourth player to achieve three or more assists in more than one Premier League game.
Dušan Tadić