The third qualifying round encounter will be Saints' first on the continental stage since 2003 - a period in which they have plummeted to the third tier and verge of liquidation, only to rise again and last season achieve their best ever Premier League finish
That brought with it European qualification for just the seventh time in the club's history, making trips to the likes of Carlisle, Hartlepool and Dagenham and Redbridge feel like a distant memory.
Fonte was part of the side promoted from League One and remains an integral member four years on, making Thursday's first leg against Vitesse particularly sweet for the Portuguese.
"It's definitely one of the proudest moments in my career," he said ahead of the sold-out St Mary's encounter.
"We have been together for a long time and through all the dark, tough years, and now to be leading the team hopefully tomorrow will be a very proud moment.
"I am extremely happy and want the game to come as soon as possible."
Ronald Koeman's side head into the clash buoyed by impressive pre-season showings against Dutch outfits, having put 10 past lower league side Quick '20 either side of 3-0 victories against Groningen and Feyenoord.
Those matches will no doubt help the Dutchman against former club Vitesse, while the results suggest the influx of new signings are gelling well.
Fonte has been impressed by the new boys and believes they are capable of filling the void left by Morgan Schneiderlin, Nathaniel Clyne and Toby Alderweireld
"First, we didn't let as many players leave as last season which is very important," the Portugal international said, referring to last summer's talent drain.
"We lost quality players but the replacements were the same quality
We are in a good place, everybody knows each other.
"The new guys showed already they have a lot of quality so I am really relaxed on that aspect."
Saints announced a sixth summer signing just minutes before their pre-Europa League press conference got under way, with Steven Caulker arriving on a season-long loan from QPR.
Alderweireld's decision to join Tottenham and a serious knee injury sustained by Florin Gardos heightened Koeman's need for reinforcements in central defence, with Fonte excited to play alongside the England international.
"I think he's competition and having a player of his calibre, a player who has represented England, shown a lot of potential, still young, is going to make the other centre-backs on your toes and working harder to keep our place in the team," he said.
"It's very important we have this kind of player in the club.
"We want to move forward and for that we need competition in every place
I am happy we have signed him and we welcome to the club."
Source : PA