Reece James scored the winning spot-kick against Aston Villa in round three, and it was the wing-back who netted the decider again on Wednesday (AEDT).
👏 Ice cool from Reece James as @ChelseaFC edges a brave @SouthamptonFC side on penalties to reach the @Carabao_Cup quarter-finals— beIN SPORTS (@beINSPORTS_AUS) October 26, 2021
📺 Watch the #CarabaoCup via @kayosports, @Foxtel, Fetch and beIN CONNECT!! ▶️ https://t.co/dR3JmGUdy7#CHESOU pic.twitter.com/pIKNC28hWE
Once more without the injured strike duo of Romelu Lukaku and Timo Werner, Chelsea went ahead through Kai Havertz, but Che Adams hit back early in the second half.
Kepa Arrizabalaga and Fraser Forster both then saved a penalty each in the shoot-out, yet it was ultimately Will Smallbone's miss that proved costly as the five-time winners progressed.
Chelsea had set the tone when Ross Barkley delivered a teasing corner from which Saul Niguez forced Forster into a fine stop in the sixth minute.
Havertz twice went close before he punctured Southampton's resolve on the cusp of half-time when a defensive lapse allowed the Germany international to head home Hakim Ziyech's corner.
That lead lasted only two minutes into the second half, however.
Malang Sarr's error was pounced upon by Kyle Walker-Peters, whose strike squirmed beyond Kepa and into the path of Adams for a tap-in.
Where Kepa failed at one end, Forster succeeded at the other, preventing Havertz from immediately restoring Chelsea's lead.
Both goalkeepers had to be at their best in stoppage time to force penalties, Kepa saving from Lyanco and Mohammed Salisu before Forster kept out Sarr's effort.
Then, Kepa tipped Theo Walcott's spot-kick onto the post before Forster denied Mason Mount to cancel out Chelsea's advantage, only for Smallbone to blaze his penalty over, leaving James to coolly settle matters again.