Cagliari's dismal start to the season continued as their second defeat of the season leaves them still without a point at the bottom of the table.
Emanuele Calaio's 10th minute opener saw Siena get off to the best possible start and despite the visitors' best efforts they could not find an equalizer.
And any hopes Cagliari had of snatching a point went out the window deep into injury time when Abdelkader Ghezzal netted the second on his debut.
Cagliari only narrowly avoided relegation last season and are still to record any points this season, having been humiliated 4-1 by Lazio in their season opener.
However, they can take small comfort from the fact they are in impressive company at the bottom of the table, as the only other side to still get off the mark are Serie A giants AC Milan.
Siena were eager to get their first points of the season, following their 1-0 defeat at Atalanta and the Tuscans got off to the perfect start.
Calaio, who had not scored since February when he was at Napoli, finally found the back of the net as Daniele Portanova deflected a cross for the unmarked striker to score an easy tap-in.
The 26-year-old almost doubled his tally six minutes later but he could not control Mario Frick's clever lob.
Frick came close to scoring himself in the 29th minute with a stunning 30-yard effort that Federico Marchetti did well to save.
Siena went even closer two minutes later as Calaio's header seemed destined for the back of the net but a great save from Marchetti, who deflected the ball onto the post, prevented the striker from getting his second of the game.
The hosts thought they had doubled their lead on the stroke of half-time but Daniele Ficagna's goal was disallowed after the defender was somewhat harshly adjudged to have pushed Michele Ferri.
Cagliari were to suffer the same fate minutes after the break as Joaquin Larrivey had his tap-in disallowed for a tight offside decision.
Larrivey was guilty of wasting a golden opportunity in the 64th minute as Alessandro Agostini sent a great pass towards the unmarked striker but the Argentinian completely missed the ball.
The visitors were upping the pressure on Siena as they desperately sought the equalizer and they almost levelled two minutes later but Marchetti did well to save a powerful effort from Frick from outside the area.
It seemed only a matter of time before Cagliari pulled level as the Siena defense were desperately trying to hold the visitors at bay.
Andrea Cossu thought he had done so four minutes from time but his goalbound effort was deflected off target by his own team-mate Alessandro Matri.
As the visitors surged forwards they left themselves dangerously exposed at the back and vulnerable to counterattack, and Siena sealed the win in the fifth minute of stoppage time .
Substitute Fernando Forestieri, who had only come off the bench in injury-time, raced downfield on the break before putting in a long cross to Ghezzal.
The Frenchman, finding himself one-on-one with Marchetti, coolly slotted the ball home to open his account in his first game for his new club.
