It continued our poor run at the venue, where we have not won at either first or reserve team level in the five seasons since it opened.
Clive Allen's side certainly had the better of it in terms of possession and chances, but it was Southampton who stole the points with a Simon Gillett strike on 64 minutes.
The best chance in the opening minutes came from an instinctive header from Charlie Lee following an inswinging corner from Johnnie Jackson. The process was repeated moments later but this time it was Calum Davenport on the end of the set piece and, like before, the header was not far away.
Jackson was the next to be offered a very presentable heading chance, a Charlie Daniels dash down the left partially unlocked the door and the wide man laid the ball back in the direction of Goran Bunjevcevic. The Serb's measured cross cleared the retreating defenders and landed plonk on the head of the midfielder who nodded just wide.
On 13 minutes, Jamie Davis found the space to cross and Andy Barcham who - under considerable pressure - connected with the ball but his effort skidded through on the wrong side of the post.
The game then got a bit congested in the midfield area and entered a stalemate zone with plenty of effort, but little to trouble either goalkeeper. Rob Burch was nearly drawn into danger when he came for a Tim Sparv cross on 38 minutes, the ball went loose and Feliciano Condesso failed to profit.
Daniels then came close to making it two goals in as many games when he struck Barcham's low cross first time from the right corner of the penalty area, drilling low but just wide.
The second half began in much the same fashion as the first, with the home side on the back foot as crosses came in from both sides. Once again, however, keeper Zac Jones was not worked - although the momentum was definitely swinging our way.
Burch then got to warm his hands when Gillett tested him from 20 yards and he passed the examination by parrying the ball round the post.
Clive then introduced Simon Dawkins for Jacques Maghoma and the move nearly paid instant dividends when the striker was played through and saw his effort tipped wide by Jones on 57 minutes.
There was a mighty scramble just outside the six yard box after Dawkins drove the ball into the danger area following a corner from the left. Davis and Barcham snapped at the ball but the Saints rearguard cleared their lines.
Saints then responded with a goal. David McGoldrick got the better of Kieran McKenna at right full-back before rolling the ball back for Gillett who beat Burch low to his right to give the home side the lead, it has to be said, against the run of play.
The boys continued to press but were leaving gaps at the other end and Burch's goal was seeing more of the ball than it did in the whole of the first hour.
Jackson smacked in a shot four minutes from time that Jones needed two attempts to gather, Daniels hit the post in stoppage time and we left the South Coast arena, not for the first time, with no reward.
Team: Burch, McKenna, Bunjevcevic, Huddlestone, Lee, Davenport, Davis (Lewis 76), Jackson, Barcham, Maghoma (Dawkins 56), Daniels. Subs not used: Smith, Forecast (GK), Hamed.
Southampton: Jones, Baird, Anaclet (Thomson 80), Condesso, Richards, James, Belmadi (Dutton-Black 53), Gillett, McGoldrick, Sparv, Kosowski. Subs not used: Lallana, White.
Our reserve side fell at the final hurdle when it came to taking their winning streak into double figures, losing 1-0 to Southampton at St Mary's on Tuesday evening.