Defender Jannik Vestergaard felt defeat at home to Burnley was a missed opportunity, as Saints squandered the chance to rise up to 10th in the table.
Returning to Premier League action following the inaugural winter player break, strikes from Ashley Westwood and Matej Vydra secured the win for the visitors.
Danny Ings had restored parity with his 18th of the campaign, but it proved to not be enough as successive league defeats were confirmed.
“It was a good opportunity,” Vestergaard said. “But it’s a reminder that if we want to continue to win games in the Premier League, we have to do better than today.
“Even though conditions were tough, even though we didn’t give too many chances away, we have to do better against the ball, on the ball and just generally lift our game if we want to make anything out of the games coming up.
“It was a good opportunity to get back to winning ways, but I still think we should have at least got a point.”
Playing in the grips of Storm Dennis which sent swirling wind and rain to St Mary’s, Vestergaard felt the conditions also contributed to a disappointing afternoon.
“It was extremely tough conditions. Which made it not a very beautiful game to watch, I believe.
“It definitely wasn’t a great performance but the conditions made it tough to play the quick style of play that we like to.
“Both teams struggled with it with mistakes on both sides, but it’s very frustrating as we didn’t really concede any chances but conceded two goals.”