Nigel Adkins says his side will take plenty away from their narrow defeat to the Dutch Champions.
The manager felt that Saints opened themselves up to defeat by focusing their energies on attacking the opposition and believes they will need to adapt a more rigid approach in the Premier League.
"They were an outstanding test," he said of Ajax to Saints Player.
"We are delighted with all of the pre-season games that we have got because we will probably find that we won't play any team that will keep the ball as well as them.
"We are pleased because they didn't create any chances, the goal they scored came through us presenting them with the chance but they haven't really cut us open.
"From our point of view, being patient and disciplined in our set up is important but then when we get the ball we have to keep it better, we gave the ball away far too cheaply at times and that is something that we will learn from."
Despite their lack of chances in the game, Ajax won the match with a 64th minute strike, as Saints stepped up their pre-season preparations.
"It was a good game against top class opposition," Adkins explained. "We have stepped up the game time for the players against a team that are ahead of us in terms of their pre-season schedule.
"There are lots of lessons that we can learn from today," he added. "We have worked on our pressing and rotation to help move the ball, and I think on occasions we are far too enthusiastic to come short for the ball and need to work on playing through the lines."
Saints lined up with a front three of Guly, Jay Rodriguez, and Rickie Lambert as Adkins continues to shape his plans for the new season.
"The more we work on the formations the better we will get," he stated.
"We have a few players fitting into different positions but we want to be attack minded and to do that you have to keep the ball. We will come up against teams like Ajax next year who are good in possession and we might not get the ball straight away, so when we do have it lets go and be positive.
"It is another formation that we have been working on for the past two weeks that can enhance the other two formations that we have already done very well with over the past two seasons.
"It's something we have recognised and worked on because we have to realise that we cant just go into the Premier League and play gung-ho because the opposition will punish us with a better class of player who will cut us open, score and then the game is lost.
"It's about winning. We want to play an attractive way but we have to give ourselves a chance to win so defensively we have to up our game."