Steve Bruce was furious that his side failed to heed a warning that had been hammered home to his players throughout the week.
The Magpies worked relentlessly on dealing with Southampton's high press, but suffered stagefright at St Mary's on a grim night on the South Coast.
Had the Saints left the field with a half a dozen goals in the bag, Newcastle couldn't have complained after handing them gift-wrapped chances throughout the evening.
Bruce said: "The best team won. We didn't get anywhere near where we were five days ago.
"We didn't look after the ball well enough and we gifted them two goals. We didn't do enough to win the game.
"We didn't handle the full press and it was a difficult night.
"The one thing you can't do at this level is give them the goals we did.
"We gave the ball away far too often. We knew what to expect from them - the full press - and unfortunately, we couldn't play through it."
Bruce admitted that a bad spell in the opening exchanges set the tone for a painful night.
He added: "The first 15 minutes was probably our worst spell after half-time.
"We couldn't get out. We kept giving the ball back to them and when you're in that situation it becomes difficult for.
"Congratulations to Southampton on the night. They were far better than us and we couldn't cope with them.
"We go up and down too quick. That's one thing we have to resolve.
"We go along nicely then all of a sudden we don't play well enough in the game. It nags me."
