A second-half goal from Juan Cala gave the Welsh side their first win in five matches, leaving them just three points from safety.
The 29-year-old told the club's official website: "I think we played generally quite well, moved the ball well and had a lot of possession, created a lot of chances, but we didn't do enough in front of goal before they got the first one.
"We'll go away from it feeling disappointed and frustrated because we always look to win our home games and unfortunately we couldn't do that.
"It's just a frustrating day more than anything because of the way that we've played."
The result leaves Southampton eighth in the Premier League table.