The Saints have sold a number of players this summer, including Adam Lallana and Calum Chambers, and the St Mary's manager is keen for the transfer window to close
The Saints have been ravaged by a spate of sales that has seen the likes of Adam Lallana, Luke Shaw, Dejan Lovren, Calum Chambers and Rickie Lambert leave the club.
|8/5||Southampton are 8/5 with Bet365 to beat West Ham this weekend|
When asked how he viewed the transfer window, Koeman responded on Thursday with: "Difficult because we lost five, six good players. First-team players.
"It's always difficult to bring new ones in. You don't have [much] time.
"We start the league already with two games. It was difficult [integrating players] but we knew that.
"I think the best is when we pass September 1 and everyone can see the squad and then you can really start the season."
Gaston Ramirez, Morgan Schneiderlin and Jack Cork have been linked with moves away from St Mary's, but Koeman insists that further departures are unlikely.
"Our squad is too small to think about players [going] out of the squad," he added.
"We have to bring in and not let players out. There's a lot of rumours about Jack as well. He's still a player of Southampton and he will stay."
Koeman, who is still hopeful of adding to his squad before Monday's deadline, believes that a reported move for Atletico Madrid defender Toby Alderweireld is "not realistic", but he remains keen on Tottenham winger Andros Townsend.
"It's difficult because it's [Townsend] one of the players on our list. It's very difficult but I don't expect good news on that," he said.