United make the long trip to St. Mary's Stadium (kick-off 7pm BST) looking to secure promotion to the top tier of Premier League 2 following a dramatic semi-final victory over Reading, beating the Royals on penalties after a 2-2 draw.
Newcastle will be appearing in their second successive final after a 1-0 defeat against Everton in the Premier League Cup and Sangare is determined to end up on the winning side against the Saints after a bitter defeat at Goodison Park.
He told nufc.co.uk: "We've come a long way and we want to come away with something. We lost against Everton and it wasn't nice to stand and watch other people celebrate what you are there for.
"From the way we played against Everton, considering they play in the top league and had already won the division, there was not much difference between the teams. It was just the final third that we needed to explore more and try to get goals from.
"From that game, we'll pick up a boost considering we played them and there wasn't much difference despite Everton playing in a higher league than us.
"The fact that knowing that we have played Southampton before means there is nothing new we are coming to. We have dealt with it before and we've been able to beat Southampton. It won't be an easy game but I feel we have a strong chance of gaining promotion. If we do things the right way, the result should take of itself.
"They are a team who are good at what they do. We know what to expect and we know what they do. They will probably think the same thing as we've played them a few times so we know what's coming."
Newcastle will participate in their 41st competitive game of the season against Southampton following an impressive run to the Checkatrade Trophy last 16 as well as reaching the Premier League Cup final, which included victories over Reading, Derby County and Leeds United.
And Sangare, who made his international debut for the Liberia national team back in March, has his sights set on completing their long campaign with an important win in United's final clash this term.
The 20-year-old added: "Since I've been at the club, we've been in division two. Getting a fresh start in the top division would be a very good start for next season so we'd be looking forward to that with lots of new challenges that we could face.
"Compared to last year, it's been a lot better. We played in some cups (last year) but we didn't do very well. I think the lads within the changing rooms have been great and everyone has stuck together. Even when times have been tough, we get on with things to get the job done.
"This is an opportunity to show how good we are as a team and as individuals and the way we encourage people to do things right. I think this is a great chance to go out and prove it on the pitch and try to gain promotion."
