Fonte, who is now 40, came back to St. Mary’s Stadium this week for a charity game.
While he did put the ball in his own net in the game, Fonte enjoyed himself and was delighted to be back.
The current Casa Pia star said: “It changed my life, that’s the reality. I came to England, Crystal Palace, I was doing well. I had to make a difficult decision because obviously, I had dreams of playing in the Premier League.
"I was faced with the situation of having to go because the club needed money at the time – they needed to sell players – and the only option was Saints.
“Alan Pardew wanted me, in League One, so it was a difficult decision, but Nicola Cortese and Alan Pardew managed to convince me.
"I saw the players that we had, the quality in the squad, and it ended up being the best decision of my life.
“When you look back and you see two promotions, Wembley – we won the JPT, amazing – then we went on and went into European competitions. It’s just special.
“The amount of players, the amount of great games we had here at St Mary’s is something that we’ll never forget, it's so absolutely incredible.”