The west Londoners had appeared to recover from a shaky start to the campaign with back-to-back wins over Stoke and Crystal Palace, but defeat at St Mary's leaves them 14th after nine games.
|7/2||Bryan Ruiz is 7/2 with BetVictor to score anytime against Manchester United|
"After winning two games in a row, we wanted to continue that at Southampton," he told the club's official website. "We weren't able to do it and we were all disappointed with the display.
"The most frustrating thing was not testing their goalkeeper. We should have done more but Southampton have only conceded three goals this season and they’re very strong defensively.
"We've got two games coming up quickly and it will be a tough week. We want to qualify for the next round of the cup and then take on Manchester United in a good frame of mind."
Ruiz has been struggling with a back injury of late, but is hoping to overcome the injury and return to full fitness in the near feature.
"I still have some problems with my back and we're working on that. It's getting better - hopefully in the next couple of weeks it will be 100 per cent," he added.