Charlie Austin looked to have earned a hard-fought point when he equalised (73) with only his second touch from the bench, but Welbeck scored his second of the game just eight minutes later and the header proved decisive.
The south-coast club are now playing against Arsenal at The Emirates and they took an unlikely 0-1 lead thanks to everyone's favourite Tipperary man.
Cedric Soares cross from the right did not look particularly risky, but goalkeeper Petr Cech and defender Shkodran Mustafi left it to each other and Long nipped in to poke home.
Southampton manager Mark Hughes said he was encouraged by the improvement in his team's mentality in the last week even though Sunday's 3-2 defeat at Arsenal left them fighting for Premier League survival.
After the results yesterday, Southampton are now three points adrift of safety despite having as many as two games in hand on some of the teams around them.
Despite today's scoreline, Arsenal have struggled in the Premier League this year, with the club now occupying 6th spot in the table.
"If they can show the kind of belief, and fight, in their remaining fixtures I think they might get out of trouble".
Both Danny Welbeck and Pierre-Emerick Aubameyang had fantastic matches, playing like old mates on the school yard.
Cech denied Austin a second a few minutes later and Southampton must have thought their luck was in when Welbeck turned Wilshere's cushioned ball over an unguarded net.
"We're disappointed we didn't get something out of the game but for me in terms of the performance I'm more than happy with that".
He'd get his goal in the 81st minute, stabbing home a header at the back post from an Iwobi cross.
Welbeck missed an incredible sitter as the ball dropped in front of him in front of the goals with the match winding down but made up for it with a headed finish at the back post from an Iwobi delivery from the left. "That shows when Danny is fit, and can play week in, week out, he comes back to his level".