The 29-year-old has scored 10 Premier League goals this season, which is double his tally from the 2014-15 campaign.
"I remember when Shane came, I think in all aspects he has learnt a lot," the Daily Mail quotes Koeman as saying. "We did a lot with Shane in a lot of aspects of football and I think he is more complete as a player, as a striker.
"His pace, his timing, his movements are full of confidence. It is a big example that you can still learn when you are 26, 27, 28. You can learn every day. It is a big example of how you can develop with the help of coaches and that is nice to see."
The Saints are unbeaten in their last four top-flight games.