Wilcox only left Manchester City as academy director last summer for St Mary's.
Saints announced this morning:
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"Southampton Football Club can today confirm that it has reluctantly agreed to allow Director of Football Jason Wilcox to join Manchester United, having reached an agreement with the Premier League side on an acceptable compensation fee.
"Whilst the club is naturally disappointed that Jason's stay at Southampton has only lasted nine months, it wishes him well for the future.
"The club will continue to work closely with Russell Martin and his back-room team to ensure they have all the support they require moving forwards."