Daniel Farke's side were beaten 1-0 at Wembley
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Leeds saw their play-off curse strike once again on Sunday, with Adam Armstrong scoring the only goal of the game at Wembley to fire Southampton back into the Premier League.
Both teams were relegated from the top flight last term.
Leeds finished third in the Championship table, with only Leicester and Ipswich winning more matches.
But while Southampton finished below Daniel Farke's side, they secured a huge victory at Wembley with Armstrong the matchwinner.
Southampton reached the Premier League at Leeds' expense with Adam Armstrong netting the only goal of the game
PA
The 27-year-old has been the Saints' best player this term, bagging 23 times prior to this afternoon's clash.
And Armstrong added to that impressive tally with the biggest goal of his Southampton career so far.
The forward kept his cool to slot past Illan Meslier after a pinpoint pass from Will Smallbone in the 24th minute of the contest.
It was a huge blow for Leeds, who dominated proceedings in the early stages.
And though they pressed hard for an equaliser, it ultimately wasn't enough.
Had it not been for Meslier, things could have been even worse.
The goalkeeper has enjoyed a positive season and he made a good save to deny Armstrong a second goal of the game.
At half time, Farke looked concerned.
He knew the match was starting to slip away from his side - and it was no surprise to see Leeds become the better of the two teams following the restart.
Joe Rodon surged forward from centre-back and posed a threat, causing chaos in the Southampton box.
But Taylor Harwood-Bellis did enough to prevent the Wales international from scoring, earning some big embraces from his team-mates in the process.
Crysencio Summerville was presented with a glorious chance to level for Leeds just seconds later.
However, the 22-year-old caught his effort all wrong - with the ball sailing over the goal of Alex McCarthy.
Summerville had a chance to make amends for that shot when Leeds were given a free-kick in the 58th minute.
Yet the winger, once again, miscued his shot - with his effort failing to hit the target.
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Adam Armstrong scored his 24th goal of the season to fire Southampton back into the Premier League
PA
As Leeds chased a goal to keep their Premier League dream alive, they started to pour forward more.
Daniel James, on for Willy Gnonto, immediately started to cause problems with his searing speed.
Yet Leeds going forward more frequently meant there were gaps left at the back.
Southampton nearly capitalised, with Samuel Edozie curling his effort narrowly wide in the 68th minute.
Ultimately, however, it's the Saints who can now enjoy their day in London after securing Premier League promotion - even if James hitting the bar late on provided some added nerves to the occasion.
Leeds boss Daniel Farke looks dejected after his side lost to Southampton in the play-off final on Sunday
PA
Russell Martin deserves immense credit, having worked wonders since his appointment back in June last year.
For Leeds, however, their wait for a first-ever promotion from the play-offs goes on.