Michael Obafemi and Nathan Redmond were on target as Southampton consigned Chelsea to a shock 2-0 defeat at Stamford Bridge.
After the match, Frank Lampard reacted to the loss comparing to their win against Tottenham Hotspur last time out.
Chelsea manager Frank Lampard speaking to Match of the Day: "Teams are making it difficult here. We are not making enough chances, we were at the beginning of the season. We are being asked a different question at home. At the moment we are not answering them. We do not manage to pick up that final pass.
"Against Tottenham we had space to make runs and today we had none. It changes things. We did not do it right today. I think If at the start of the season we would have been happy where we are. We are good away but we have to make it difficult to come here."