Midfielder Oriol Romeu made a welcome return to the side after three months out injured on the final day, but that proved the only positive in a disappointing 3-0 defeat at West Ham.
Despite a bright start by Saints the opening goal came the Hammers' way on the half hour mark through Pablo Fornals, who added a second just three minutes later.
The third and final goal of the afternoon was via Declan Rice, who finished one-on-one with four minutes to play.
Romeu started on the bench, but made his return on the hour at London Stadium; a moment of personal significance overshadowed by the result.
"I’ve been waiting for this moment quite a long time," he said, "it’s been three months of working, trying to get back as soon as I could.
"But it’s also not good to finish the season in this way. I wanted to have a better feeling. We’ve lost, we didn’t play well enough, but we want to improve and get better for next season.
"We’ve shown two faces and we want to make sure we have the good one next season.
"Once we had those chances we didn’t defend well enough or they were more clinical than we were and that allowed them to be more comfortable with that result.
"Second half we pushed a bit more, they got more space at the back and the third goal is way too easy.
"The recovery has gone really well, although after 11,12 weeks of not playing we still have some fitness levels to get me to the best level. But I’m working on it.
"I’m happy that I’ve got six weeks now to get ready, to prepare myself and to physically get in the best shape so that next season we are as ready as we can be."