The south-coast club dished out a remarkable 8-0 hammering of Gus Poyet's side at St Mary's Stadium last Saturday and are sitting pretty in third place in the Premier League.
Ruthless Southampton showed no mercy in a clinical display, which came on the back of a 1-0 defeat at Tottenham.
Stoke would be entitled to have a sense of trepidation as they travel to face Koeman's side, who have won three and drawn one of their four top-flight home games this term.
But the former Netherlands defender has warned his side they can ill afford to bask in their astonishing victory over Sunderland as they strive to continue their fine start to the season on Saturday.
Koeman said: "It's not a normal result and then it gets a lot of attention and publicity. That's nice to live in that but I'm a long time in football and it's always difficult after that kind of result.
"You have to prepare yourself for the next one, that doesn't count anymore and Stoke will be a difficult one.
"It's [Stoke's] a difficult team to beat, because they bring a lot of physical qualities. [They are] Strong in defence and one of the teams who are very good from set pieces."
Peter Crouch was on target against his former club last season and Koeman is wary of the threat posed by the towering Stoke striker.
The Southampton manager added: "We practiced defending crosses because Peter Crouch is a striker for Stoke City and one of his specialities is crosses.
"Everyone knows Crouch, they play long balls and second balls. You need a lot of attention, but we play at home and have to play our game.
"He’s a player with a lot of experience and you have to respect the qualities of opponents. He's a good header and you have to fight for the second ball."
Stoke manager Mark Hughes has been impressed with the rebuilding Koeman has done at St Mary's after losing so many key players, but believes his side can bring Southampton back down to earth.
"To win 8-0 was an outstanding performance. They're on an obvious high but we're confident ourselves. I'd like to think we will make a better fist of it," said the Welshman.
"We recognise the talent they have but so have we. When you make a lot of changes in a short space of time like they did, then it is difficult.
"They lost key players, they lost the manager and as a consequence of that there was a fear that it could be a difficult season for them.
"But, they were able to spend a good amount of money in the summer and they have brought good quality players in.
"The impressive thing for me is that they have added good players with good attitudes to their squad. Ronald has done a wonderful job up until now."
Stoke will be without midfielder Glenn Whelan (fractured leg) and also have an injury concern over right-back Phil Bardsley (back).
Victor Moses suffered from cramp last weekend, but Hughes expects the on-loan Chelsea winger to be fit.
James Ward-Prowse and Jay Rodriguez are Southampton's only absentees due to knee injuries.
