The large away following could be heard throughout an end-to-end encounter at St Mary's, in which Isaac Hayden and Ayoze Perez scored either side of a Manolo Gabbiadini equaliser to give Newcastle a 2-1 lead after 51 minutes.
Benitez's side looked set to claim their second away win of the season before Florian Lejeune brought down Shane Long in the penalty area and Gabbiadini stepped up to score from the spot, and the Spaniard expressed his sympathy for the Geordies who made the 650-mile round trip to the south coast.
He told Sky Sports: "I feel pity for the fans. To bring 3,500 fans this distance, it is a pity we couldn't get three points and send them home happier.
"It was difficult, but at least we got a point and the team showed that we finished the game with ambition. We finished strongly and could have scored."
Had Newcastle won the game, they would have moved level on points with Liverpool, Arsenal and Chelsea in the Premier League table but instead ended the day in ninth place, just two clear of Southampton.
Reflecting on his side's progress as Premier League newcomers this season, Benitez said: "We are acclimatising fine but we can be better and hopefully we will be better.
"We have to defend better – not concede two goals – and also attack better and keep the ball.
"But I am still pleased."
Southampton manager Mauricio Pellegrino, who played under Benitez as a player at Valencia, saw his side score at home for the first time since August 19, but he was less than satisfied with their performance.
"It was a chaotic game," he said. "We conceded a couple of soft goals in my opinion.
"After equalising, we could have won the game but we could have lost the game. For a manager to see this type of game with a lot of different moments, I don't like it.
"We scored two goals but it wasn't enough. We have to improve in defence because we are conceding goals at home every game.
"I have to congratulate my players on how they reacted but we have to improve on an essential part of the game."