Amorim concedes they struggled to handle Saints winger Kamaldeen Sulemana before Amad Diallo's late hat-trick.
He said: "In the end it is good. A very difficult game, a game of two halves.
"They did a very good job Southampton. Creating space in-between the lines.
"Number 20 (Sulemana) with a lot of space. We had a lot of difficulty to stop that player.
"When they lose their physicality, we find the space to use. The feeling is we have so much to do - the team is really tired.
"It was a win, it was good. Let's continue."
On Amad, he added: "Even in the first half, every time Amad gets the ball he can push the ball.
"He pushes the other team into the final third - that is really important.
"We didn't have a good game, but at this moment, winning is the most important thing."