The 18-year-old left-back established himself as one of the hottest prospects in world football during his time at St Mary's, leading to admiring glances from many major clubs.
However, it is United that have won the race for Shaw's signature after he successfully passed a medical at the club's Carrington training ground on Thursday evening.
It is understood the deal, worth £27million plus add-ons, is now complete - echoed by the player's Twitter account as, despite no official confirmation from either club, his biography now reads "Professional footballer at Manchester united Football Club."
Shaw is United's second addition in as many days, following the arrival of Ander Herrera from Athletic Bilbao on Thursday.
The pair appear to be just the start of Louis van Gaal's rebuilding job at Old Trafford, as the Dutchman looks to banish the memory of last season's seventh-placed finish.
Shaw will be competing with Patrice Evra for the left-back role at United, but is understood to have been told he will be first choice despite competition from the France international and not turning 19 until July 12.
Despite his tender years, though, the full-back has already racked up 60 appearances in the Barclays Premier League and three England caps.
Shaw made his senior national team debut in the friendly against Denmark in March and usurped idol Ashley Cole in Roy Hodgson's pecking order, leading the experienced left-back to call time on his international career.
The 18-year-old was one of few positive points from a miserable World Cup campaign and became the youngest player to feature at the tournament when he started Tuesday's goalless draw with Costa Rica.
A day later he was back on English soil, where the wheels quickly moved into motion for his move to United, undergoing a medical on Thursday and signing the following day.
Shaw is the latest high-profile departure from Southampton, who saw manager Mauricio Pochettino leave for Tottenham last month.
That exit was swiftly followed by talisman Rickie Lambert moving to boyhood club Liverpool, while speculation remains that the likes of Dejan Lovren and Adam Lallana could follow Shaw out of St Mary's - an interesting headache for recently-appointed manager Ronald Koeman.