The Zambia international has found first-team opportunities hard to come by at St Mary's and Pablo Daniel Osvaldo's arrival pushed him further down the pecking order.
Mayuka has only made 13 appearances in all competitions since joining Southampton in August 2012.
The 22-year-old has struggled with injuries since arriving from Young Boys and manager Mauricio Pochettino has opted to send him to Sochaux to get some game time.
Sochaux, who finished 15th in Ligue 1 last season, have taken just two points from their opening four games.
Manager Eric Hely will be hoping that the striker - who has 43 caps for his country - can help them kick-start their campaign.
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