Gordon Strachan was disappointed with the side failure to capitalise on going a goal ahead in the game against Birmingham.
Commenting on Southampton's fourth defeat in five games Strachan said: "Obviously I am concerned, but I am the only one to sort it out and it will be sorted out.
"We made a decent start but then Birmingham were the better team for the next hour.
And commenting on the sending-off of midfielder David Prutton for an elbowing offence on match winner Jeff Kenna, the Saints boss said: "In the circumstances I thought the decision to send off David Prutton was probably the right one."