The fee will boost cash-strapped Saints, who may have new owners soon as their parent company has been in administration since April.
McGoldrick made four appearances for Notts County's first team before joining Southampton for an undisclosed fee, aged 16, in August 2004.
He returned to the Magpies on loan the following year, and also had loan spells at Bournemouth and Port Vale, but was a regular for Saints last season as they were relegated to League One.
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