The Red Devils conceded two goals against the Saints and had to come from behind for a 3-2 victory at St Mary's Stadium.
"It was a difficult game and we conceded two goals we're not happy with at all," he told MUTV. "We've been told before the game what Southampton's strengths are, what their game is and what they're trying to achieve. In the end, they did it so it's disappointing.
"I think it's only the second time in a year myself and Rio have played together so it's a long time and obviously it's tough as everyone needs more games.
"I have to say, we are not really pleased with the goals we've conceded. There was a lack of concentration, I think, for all four goals we lost [in the last two games] but we have to work on it. You have to say we've had a lot of turbulence in defence with so many changes and people going in and going out."
United have picked up six points from three matches in the Premier League so far, scoring six goals and conceding five in the process.