Rafael Benitez had made eight changes with an eye on Monday's FA Cup replay with Manchester United, and it showed as Chelsea looked disjointed.
Southampton gradually took control of the game and took a fully deserved lead in the 23rd minute, Rodriguez playing a one-two with Steven Davis and calmly slotting the ball past Petr Cech.
Fernando Torres thought he'd equalised but his 'goal' was ruled out for handball and Chelsea were looking second best. However, they were level in the 33rd minute, the unmarked John Terry rising to head Marko Marin's corner past Artur Boruc.
Saints were ahead again with two minutes, Lambert whipping a free-kick over the wall and into the net with Cech beaten. The home side didn't let up and with Chelsea offering almost nothing, were in full control.
Chelsea were livelier in the second half and Victor Moses came close to levelling on the hour mark, but his looping effort was tipped over the bar by substitute goalkeeper Kelvin Davis.
Southampton weren't sitting back and Rodriguez saw a left-foot effort well saved by Cech. Benitez brought on Eden Hazard, Ramires and Yossi Benayoun and his side pushed hard for an equaliser, but were unable to break down the Saints defence.
The home side held on in a nervy last few minutes to move four points above the drop zone and hand Chelsea their third straight away defeat in the league, damaging their Champions League aspirations.