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The Red Devils' centre-back was finally reunited with Rio Ferdinand in the heart of defence for the first time since last December, however United were still unable to keep a clean sheet against the newly-promoted Saints.
"It was a difficult game and we conceded two goals we're not happy with at all," Vidic told the club's official website.
"We've been told before the game what Southampton's strengths are, what their game is and what they're trying to achieve. In the end, they did it, so it's disappointing.
The 30-year-old believes that getting players back from injury and re-establishing partnerships in defence is very important, but that the team will improve in their next game as they work together and build their fitness.
Vidic continued: "I think it's only the second time in a year myself and Rio have played together so it's a long time and obviously it's tough as everyone needs more games.
"I have to say, we are not really pleased with the goals we've conceded. There was a lack of concentration, I think, for all four goals we lost [in the last two games] but we have to work on it. You have to say we've had a lot of turbulence in defence with so many changes and people going in and going out.
"We didn't have a constant back four and sometimes it causes a problem, but we look forward to the next games. We have over a week to improve our fitness and obviously our form so we are going to be right for the next game in the Premier League."