The Saints were 2-0 up in a Premier League contest against Leicester City, but lost 3-2.
Manager Russell Martin is under huge pressure, with his team yet to win a game this term.
Post-game, Martin said: "I just don't like that term in the Premier League, winnable.
"I said it on Thursday in my press conference. There's just no easy game. I don't buy into that.
We'll try and go into every game trying to win and there'll be so much good stuff to show the players this week from Saturday.
"We're just continuing the process of trying to grow the team and trying to grow the players and they're giving everything they've got.
"You can see that there's not a lack of belief in what they're doing or a lack of fight. Maybe there's a lack of confidence in big moments because of the results we've had.
"We just have to get through it together and if we do, it'll be great. The balance is always honesty.
"There'll be some really good stuff and there'll be some stuff that really hurts. In the build-up to their first goal, there's a pass that goes through us that just shouldn't. It's ridiculous.
"It shouldn't. We are always honest with the guys. We are not going to sit there and have this false positivity loop of, 'Oh, you're doing great.' We're not.
"There's been some great bits and some great moments of games. Half an hour against United, Newcastle, at Arsenal for periods.
"But no one cares and it doesn't matter if you don't win football matches."