Goals from Michael Svensson, Jo Tessem, Anders Svensson and James Beattie completed the rout and Glenn reasoned that, after being slightly unfortunate to lose on Wednesday, he did not see this performance coming.
"It's a very bitter pill to swallow but we got what we deserved," said the boss. "We deserved more on Wednesday but playing like that we deserved what we got.
"Credit to Southampton, they played very well and deserved to win."
"I can't express how disappointed I am. There was not enough fire in our belly and we did not pass the ball around in the manner I know we can.
"There is no doubt we have let our fans down and I can offer no excuses. This has happened only twice this season, at home to Middlesbrough where we lost 3-0 and then again tonight.
"We must make sure that when we play Everton at home next weekend we have got this result out of our system but the fact is we have been beaten here twice in four days and we have to look in the mirror and admit we did not perform to our true capabilities.
"I am feeling sick at the moment because I know we can do better."
Glenn Hoddle says the team let the fans down in the heavy FA Cup defeat to Southampton on Saturday evening.