Ronald Koeman's sixth-placed squad, making the most of an early FA Cup exit, are indulging in winter sports including skiing and ice hockey.
The unusual destination for a mid-season break was doubtless influenced by Southampton chairman Ralph Krueger, a former coach of the NHL's Edmonton Oilers and the Swiss national team.
Coach Koeman and players Toby Alderweireld, Fraser Forster and Nathaniel Clyne tweeted photos of their action-packed trip which may have supporters sweating over safety issues.
Videos showed precariously balanced players and staff tumbling on the ice at a frozen hockey rink before hitting the ski slopes on Friday.
But Netherlands forward Eljero Elia was not enjoying himself, tweeting a picture from his hotel room alongside the caption: "It's too cold for me."
Southampton visit league leaders Chelsea on March 15, hoping to avoid any more slip-ups in their bid for a top-four spot and qualification for next season's Champions League.
(Reporting by Sam Holden, editing by Ed Osmond)
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