The Argentina international scored twice to help Roberto Mancini's men seal a place in the last eight with a comfortable victory against the Championship outfit.
And, ahead of the visit of third-placed Chelsea in the Premier League at the weekend, the 24-year-old believes his team-mates are back to their best.
"This helped us do things well and give us confidence for the Chelsea game," he told City TV. "It will be a good match. Difficult, but obviously we need to go out and win.
|MANCINI RESTORES HOPE
|8/1||Sergio Aguero is 8/1 with BetVictor to score two or more goals against Chelsea
"I think against Southampton none of us played well and it was a bad day for us all - an error which we hope not to repeat.
"We will try not to lose any more points in the league so we can keep all three points."
The former Atletico Madrid man also underlined the importance of City's quick start against Neil Warnock's men, with the hosts scoring twice in the opening 15 minutes.
He added: "It was a very good game for us. We are happy with the win and reaching the next round of the FA Cup.
"We played well; from the start we gave it our all. We had spoken about having to give our all in the first 15 minutes.
"The truth is we played a great game and we hope we can continue to do so constantly. The important thing was to win and we did, so now we will have a bit of calm and can concentrate on the Chelsea game."