The 26-year-old midfielder performed well as The Saints' scouts took in Sochaux's 2-0 win over Guingamp at Stade Bonal last week.
The South Coast club actually travelled to the game with the intention of watching two other players - Sochaux's Sylvain Monsoreau, who forced off just before the hour, and Jerome Leroy of Guingamp.
23-year-old Monsoreau is a highly-rated defender and a former France Under-21 player, but unfortunately for Southampton they could not see him for a full 90 minutes.
Leroy, 29, is a long-term target for The Saints - who enquired about his services in January.
Southampton were keen to monitor both Monsoreau and Leroy's form - but they came away very impressed with Colleau.
The former Brest and Nimes man is available on a free transfer in the summer and The Saints are now believed to be considering an approach.
