Claude Puel says his side must correct their current situation quickly after the 3-1 defeat to West Ham United in the Premier League.
Debutant Manolo Gabbiadini opened the scoring with a thunderous strike, before goals from Andy Carroll, Pedro Obiang and Mark Noble condemned Saints to successive defeats.
Puel said: “It’s a bad result of course, we can start this game very well with a fantastic goal from Gabbiadini and after it was a pity to take a goal a few minutes after.
“We have to correct this situation. It’s not possible to give presents like this for the opponent.
“After it was difficult to come back on the play in the first-half and I think the second-half was interesting.
“We had a lot of situations, with many chances without a good result or a good clinical.
He added: “To take this goal from a free-kick is very hard because they had one situation in the second-half and they score – it’s too easy to score in this moment against us and we have to correct this.
“To keep the strong mentality. We know we now have possibilities in attack with the good support of Gabbiadini for example but we have to find a good clean sheet and good confidence as well as being strong together to defend.”