The Republic of Ireland international only joined the Tigers from West Brom in January but now moves to St Mary's on a four-year deal.
Southampton stated on their Twitter feed: "OFFICIAL: #SaintsFC has completed the signing of @HullCity striker @Shanelong009 on a four-year contract. #SaintShane."
While the fee for the Republic of Ireland international is undisclosed, it is widely reported as £12 million.
Gardos also agreed a four-year contract at St Mary's, Southampton announced on their website, with the centre-back joining for a fee believed to be £6million from Romanian champions Steaua Bucharest.
- Sports & Recreation