Southworth's managerial career began in 1928 with the Rochester Red Wings of the AA International League (IL), the top club in the Cardinals' farm system. In May, Southworth and his wife experienced the stillbirths of twins. Southworth returned home after losing the twins, but he quickly came back to Rochester. Late in the season, Southworth received word that Billy Jr. had been accidentally shot by a neighbor in Columbus. His son recovered, but the experience shook the manager. The team won the IL championship that season.
Southworth was promoted to St. Louis as player-manager for 1929, replacing Bill McKechnie, who won a National League pennant in 1928 and lost the World Series in four straight games to the New York Yankees. Southworth's Major League playing career reached the end of the road, as he appeared in only 19 games, five in the outfield, and batted only .188 with six hits. He finished with a .297 batting average in 1,192 MLB games played, 52 home runs, 91 triples, 173 doubles, 661 runs scored, and 561 RBI. He stole 138 bases in his career and had double-digit steal totals in eight seasons. As a big leaguer, Southworth had 1,296 hits in 4,359 at bats.