Belmadi, whose one-month contract runs out on Monday, looks to have earned himself a longer deal after producing a man of the match performance as he scored a wonder goal before turning provider for the second.
Belmadi's weaving run past four Crewe defenders coupled with a delicate chip past keeper Ross Turnbull, delighted the home fans in the tenth minute as he gave Southampton an early lead.
In a one-sided affair the influential Belmadi almost carved out a second goal in the 24th minute but Ricardo Fuller had a header saved from his cross.
Seconds later on-loan keeper Turnbull, making his Crewe debut after a midweek move from Middlesbrough, was fully stretched as he pushed away Nigel Quashie's fizzing 30-yard shot.
Southampton striker Kenwyne Jones blew another great chance eight minutes before the break when he wriggled free of Richard Walker's challenge to go through one-on-one with Turnbull.
But despite hitting the target, Jones was unlucky to see his effort crash back off the post.
Southampton continued to dominate after the break and defender Darren Powell almost opened his Saints account on 63 minutes.
The former Crystal Palace defender rose highest in the box following Tomasz Hajto's free-kick, only to see his header come back off the post.
Seconds later Fuller had a goal ruled out for offside, as Crewe continued to thwart Saints from adding a second.
But moments later the home side finally made the breakthrough, Belmadi again involved.
The classy Algerian winger made strides down the left and crossed for Quashie to smash in a low right-foot shot from the edge of the area.
Belmadi capped his wonderful afternoon by playing in David Prutton late on, only for the midfielder to blaze high and wide.