Saints suffered relegation from the Barclays Premier League eight years ago under the supervision of Redknapp, who then quit to re-join bitter rivals Portsmouth a matter of months later.
That period still rankles with many Southampton fans, who will no doubt make their feelings known when he brings bottom side QPR to the south coast on Saturday.
That, though, is not something that bothers Redknapp too much, even it is not the ideal way to spend his 66th birthday.
"Listen, I will get a bit of grief, won't I? But what can you do? That's no problem," he said.
"They are not bad people there. I wouldn't say Southampton supporters are nasty, aggressive people. They're not.
"They're good supporters and they'll give me a bit of grief but that's life. I accept that. I will just get on with.
"I won't lose any sleep over that. I will only lose sleep if the result is bad."
Anything but victory for QPR could prove disastrous for a side already seven points adrift of safety at the bottom of the Premier League.
That is where Southampton ended the 2004-05 season under Redknapp but he insists he has a clear conscience.
"Listen, no one was more upset than I was that the club got relegated that year," he added.
"When I went there were four teams cut adrift by miles and we just couldn't get out of it.
"I gave everything I had and that's all you can do. You can look yourself in the mirror. No one tried harder than I did.
"You can only give your best at the end of the day. You are relying on players.
"I have said when I have been successful and done well at Tottenham, it is about good players. That is what the game is about.
"If you've got good players, it is an easy game. You send them on the pitch and off they go.
"They perform week in, week out. It's easy and the better players you've got the easier the job is."
Redknapp is hoping QPR avoid the same fate as that Saints team and remains surprisingly positive considering his side's chances are worsening game by game.
"I've got to be upbeat, I can't be nothing else," he said.
"If I walk around thinking 'we're doomed, we're relegated', I mean we might as well all pack up and go on our summer holidays.
"I've got to keep believing to the last breath. We've got to keep fighting, we can't give up and there is still plenty of breath left in us because there is still enough games to have a run.
"Other teams can get sucked in and can pick up points. If you can win two games, you can make massive strides. That's what we need to aim to do somehow."
That task has been made all the more difficult by the fact Bobby Zamora is out of the trip to Southampton.
The regularly injured striker misses the trip with an ankle complaint, meaning Loic Remy is set to make his first start since January 29.
"He is struggling," Redknapp said. "Bobby is not going to be fit, no. He did his ankle last week.
"It has just been amazing. We bring in Remy and we can't get Bobby fit. We bring Remy in, he plays and Bobby is not fit.
"Then we get Bobby fit and then Remy picks up injury so that's how it goes and Bobby is not going to be available.
"He has done his ankle and he'll play as soon as he can play because that is the way he is.
"He tried for his life all week to be fit for tomorrow [Saturday] but there was no way in the end he could."