Ben Dawson's side face the Saints at St. Mary's Stadium (kick-off 7pm BST) as the youngsters look to end their impressive season by securing promotion to division one in Premier League 2.
However, Newcastle suffered a 1-0 defeat against Everton in the Premier League Cup final but, while Sørensen was disappointed to end up on the losing side, the Danish forward thinks the narrow loss can work in the squad's favour.
He told nufc.co.uk: "We're really looking forward to the match, especially after the defeat against Everton in the (Premier League Cup) final. We all felt very down after that game and we really want to win the play-off final as we don't want to feel like we did at Everton.
"I think the feeling of losing the final last week will help us because we never want to experience those moments again. Hopefully, we can get the win in the play-offs and get promoted to division one.
"It would mean a lot to get promoted. It's been a good season for the whole team and winning the game would show what we have been capable of. We've played against teams in the league above, such as Derby, and showed we can deal with playing against strong teams and coming out on top."
United will face Southampton for the fifth time this term after a penalty shoot-out triumph over Reading in the semi-final, with their previous meeting against the Saints ending in a 3-0 victory in the Premier League Cup group stages.
Sørensen, who received a nomination for Premier League 2 Player of the Season after netting 20 goals in all competitions this term, is eager for the squad to complete their campaign on a positive note after an eye-catching season.
The 19-year-old added: "The group of lads get along really well with each other, both on and off the pitch. We have that never-say-die attitude which we showed in the semi-final against Reading, when we scored the penalty in the 120th minute which was unbelievable.
"We've played Southampton four or five times this season and we know everything about our opponents. They are a good side but the games have been tight where we have won, lost and drawn against them.
"We can take a lot of positives from our results against Southampton this season but you never know what happens in football. It's a final and a one-off game where anything can happen so it should be an exciting game. Hopefully, we can beat Southampton and get the job done.
"As I've said, it's not about who scores the goals but as long as the team wins and if we are able to do it on the night to get promoted, it will be another plus for our season."
