Jay Rodriguez scored his first goal since March 2014 to earn Southampton a draw in the first leg of their Europa League qualifying play-off tie.
Ex- Saints player Tim Sparv gave Danish visitors FC Midtjylland the lead with a low strike just before the break.
Southampton improved after the restart and Rodriguez netted from the penalty spot after Kian Hansen tripped James Ward-Prowse.
Maya Yoshida had a header tipped on to the post by Johan Dahlin late on.
And the Midtjylland keeper saved a header from Steven Caulker, who also had a goal ruled out for a push, as the Danes ensured they go into the return leg in a strong position.
That takes place in Denmark next Thursday - with the winners progressing to the group stage.
No celebrations for Sparv
Ronald Koeman's team breezed past Vitesse Arnhem 5-0 on aggregate in the third qualifying round but FC Midtjylland presented more of an attacking threat.
Goalscorer Sparv was a Southampton academy graduate and played in the 2005 FA Youth Cup final alongside Theo Walcott.
The Finnish defensive midfielder never made a senior appearance before his departure to Swedish side Halmstad in 2007.
But that did not prevent him from refusing to celebrate as his left-foot effort crept past Maarten Stekelenburg into the bottom corner.
Big relief for Rodriguez
Former Burnley striker Rodriguez was among four changes from the side which lost 3-0 against Everton in the Premier League.
Rodriguez ruptured his anterior cruciate knee ligament in April 2014 and only returned to training in May but managed to send the keeper the wrong way as he finally found the net again.
"I've been waiting for it," said Rodriguez afterwards. "I want to score as many goals as possible so it's good to get the first one."
Clearly still finding fitness after a return from a long-term injury, he was replaced by Shane Long with 15 minutes remaining and could be rotated when Saints travel to Watford in the Premier League on Sunday.
No players will be sold
Saints striker Sadio Mane has been strongly linked with a move to Old Trafford - but he started against Midtjylland.
And after the game boss Koeman was adamant that there will be no more departures from the club before the transfer window shuts on 2 September.
"There will be no more players sold this summer," said the Dutch boss, who has seen Morgan Schneiderlin and Nathaniel Clyne leave the club this summer.
"There's no bid for any player. Not for Sadio Mane, not for Victor Wanyama.
"Write what you want to about the rumours, nobody is going to leave Southampton."
The Great Danes
For Danish champions FC Midtjylland the tie represented a second chance to progress in Europe this season having already been knocked out of the Champions League third qualifying round by Apoel Nicosia.
The Danes have earned themselves a reputation as the "Moneyballers" with majority shareholder Matthew Benham instrumental behind the use of analytics and specialist coaching to drive the Wolves from the Jutland peninsula forward.
Benham, chairman of Championship club Brentford, has brought the same philosophy to the Bees and was partly behind his decision to part ways with manager Mark Warburton last season in favour of Dutchman Marinus Dijkhuisen.
A number of Brentford shirts were visible among the small travelling contingent of 190 supporters with tickets for the tie, which were available to buy on Brentford's website.
Man of the Match - James Ward-Prowse
Despite the midfielder being substituted in the closing minutes as Koeman brought on Juanmi in search of a winner, the England Under-21 midfielder played a pivotal role throughout.
His combination with Graziano Pelle forced the penalty while his delivery from set pieces also created Southampton's best chances on the night.
He must feel he has staked a claim for a more regular starting berth.
- 6José Fonte
- 14RomeuBooked at 14mins
- 16Ward-ProwseSubstituted forJuanmiat 83'minutes
- 9RodriguezSubstituted forLongat 76'minutes
- 2Cédric Soares
- 28RomerBooked at 89mins
- 15LauridsenBooked at 4mins
- 3SparvBooked at 73mins
- 27SistoSubstituted forHassanat 72'minutes
- 8AnderssonSubstituted forOlssonat 78'minutesBooked at 90mins
- 9RasmussenSubstituted forOnuachuat 89'minutes
- 26Banggaard Jensen
- Clément Turpin
- Shots on Target