"We have to be more clinical when we have chances. We have to manage the game, score the third goal and finish the game but we did not do it. We had a lot of chances again, even at 2-0 up, but we did not take them," BBC Sport quotes Benitez as saying.
The Spaniard refused to field questions on Chelsea's title aspirations after the game, insisting that his players are focused only on the next game.
"We are in the top three so we will try to be as high as possible, then try to think about the next game," he added.
The result leaves Chelsea in third place in the Premier League table, while Southampton move above Newcastle United into 15th place.