The return of some fans at Brighton for the first time since February saw them go ahead with a well-taken first half penalty from Pascal Gross.
A towering header from Vestergaard from a James Ward-Prowse corner pulled the Saints level and Danny Ings' second half spot kick ensured the Saints secured all three points.
It was tough on Brighton and their fans as VAR ruled that Solly March's 80th minute challenge on Kyle-Walker-Peters was inside the box.
Ings, in his first game back from a knee injury, showed little sympathy and sent Maty Ryan the wrong way from the spot.
Scroll down and click through to see how the players rated.
1. Maty Ryan 5/10
Beaten by Vestergaard's towering header in the first half. Would a taller goalkeeper saved it? Tough to say and hard to criticise a someone for being 'only' 6ft tall. No chance with the penalty
2. Joel Veltman 6/10
Kept his place in the team and rightly so. Played on the right side of defensive trio and sound defensively with good distribution.
3. Lewis Dunk 5/10
Beaten in the air by Vestergaard for the goal and the skipper will be fuming they conceded yet another set-piece. Booked for a late challenge on Adams
4. Adam Webster 5/10
Played on the left of the three. Actually defended quite well and didn't give the ball away as much as he had in recent matches