The Saints have had a wonderful campaign and could top it off with qualification for the Europa League if results go their way on the final weekend in the Barclays Premier League.
Koeman takes his side to outgoing champions Manchester City and if they take more points than Tottenham manage at Everton they will leapfrog the north London side into sixth, while they could also overhaul fifth-placed Liverpool, who visit Stoke.
Koeman's men have spent much of the season entrenched in the Champions League places but a recent blip has seen them slip out of the top six.
But the Dutchman believes a win at the Etihad Stadium will ensure they are playing European football next season.
"It will not be a massive disappointment if we don't qualify, because it will still be a fantastic season that we have had," Koeman said.
"It makes it more special if we reach European football
If we win on Sunday I think that means we will finish fifth or sixth because I don't think both other teams will win with their difficult away games.
"I don't think both Liverpool will win at Stoke and Tottenham at Everton.
"But we beat Manchester United, we had a draw against Chelsea, why can't we win against Manchester City?
"It will be a big achievement because we will have reached what we set out for in the season
The club is still growing, that means European football for the club and fans.
"It will have been a top season for everybody, it is really nice to be part of that challenge for European football."
Southampton travel to the Etihad to face a City side who have finished strongly, winning their last five games and plundering 10 goals over the last two.
City have second place sewn up and have nothing to play for, but Koeman does not think they will be in holiday mode.
"I hope they will but I don't think so, they are professionals," he added.
"They are playing at home, they will like to finish on a good way.
"It's a tough one, they are a strong team, but we believe in ourselves that we can get a good result on Sunday."
Koeman will pick from an unchanged squad, although Jay Rodriguez will travel and take part in pre-match preparations.
The striker has been out for 13 months with a knee injury and has returned to full training, but will not be seen in a Saints shirt until next season.
"Jay will travel with the team but it is too early in our planning," Koeman said
"Jay will first play some minutes in the under-21s and then he will have to wait for the pre-season.
"That's when we have a lot of time and friendlies to be played.
"He's close to being back, that's the reason he will travel with the team but he will not be on the bench."
Source : PA