There was none of the controversy of the previous two weeks that left Coleman cursing his luck and the performances of referees.
Instead Graham Poll took charge and there was no reason for Coleman to complain, although his opposite number Steve Wigley was unhappy that his side went back to the South Coast with nothing.
Saints certainly had enough chances from a lively game to have snatched a point, but a combination of great goalkeeping from Edwin Van der Sar and wasteful finishing from Kevin Phillips and James Beattie meant they left Craven Cottage without a goal or a point.
"We created enough chances to have won so we are disappointed not to have got anything," said Wigley, who has yet to win a Premiership game since taking over from Paul Sturrock a month ago.
"If you don't take your chances at this level you are going to get punished. But we have to carry on believing in ourselves, and there was nothing wrong with our commitment today."
That was not enough though, as Fulham took the lead through a Tomasz Radzinski goal in the 24th minute and never looked back - although they had Van der Sar to thank for their victory.
The big Dutchman made outstanding saves to deny Beattie, Phillips and Rory Delap, whose low drive from point-blank range in the 84th minute was brilliantly saved by his legs.
Southampton made the early running and Beattie missed his first chance in the 12th minute, when he glanced a header wide from a cross by former Fulham midfielder Fabrice Fernandes.
But that was nothing compared to Beattie's miss in the 35th minute when he headed a Graeme Le Saux cross over the bar from close range, when he really should have scored.
That came just a minute after Fulham had taken the lead. Radzinski, signed from Everton in the summer, had opened his Fulham account against Boston in their midweek Carling Cup win, and got an even more important goal here.
He had already seen a shot on the turn saved by Antti Niemi when he got another chance. Former Saints forward Luis Boa Morte crossed from the left and Radzinski stole in ahead of his marker to thump a header beyond Niemi and into the net from ten yards.
Certainly Fulham rode their luck at times. Having missed a few chances of their own early in the second half, they then let Van der Sar take centre stage.
He made a stunning save to keep out an equally spectacular volley from Beattie in the 75th minute, and then held a stinging shot from Phillips. But his best stop came five minutes from the end when he saved from Delap, and it was all over for Southampton.
Man of the Match: Edwin Van der SarThe Fulham keeper earned his side three welcome points with a string of fine second-half saves.