On 11 July 2016, Højbjerg joined English club Southampton on a five-year deal for an estimated fee of £12.8 million. He made his debut in the Premier League on 13 August as the season began with a 1–1 home draw with Watford, coming on in the 55th minute in place of James Ward-Prowse. BBC Sport's Neil Johnston wrote that he "injected pace and urgency" into the Saints, "was not afraid to shoot and was hard-working". Although he played all five matches on the way to the 2017 EFL Cup Final, Højbjerg was an unused substitute in the match at Wembley Stadium, which Southampton lost 3–2 to Manchester United.