Elland Road's lowest league crowd for four years, 34,721, saw Southampton make it three draws out of three to leave Leeds also waiting for their first win.
The stayaways got it right as both sides were chiefly restricted to shooting from distance and goalkeepers Paul Robinson and Paul Jones dealt comfortably with everything thrown at them.
Consequently, there were few clues as to whether Leeds' Alan Smith or Southampton's James Beattie should partner Michael Owen in the England attack for next month's European Championship qualifiers against FYR Macedonia and Liechtenstein.
Both sides suffered early disappointments. First Leeds had a second minute goal disallowed for offside when Lamine Sakho headed in at the far post from Gary Kelly's free-kick.
Then, seven minutes later, Southampton lost Rory Delap who limped off to be replaced by Paul Telfer.
Jermaine Pennant, making his first Premiership start since scoring a hat-trick for Arsenal against the Saints last May, had an encouraging home debut in one of the game's few bright features.
After turning Graeme Le Saux inside out he delivered an inviting cross to the far post where Mark Viduka should have scored but failed to make contact.
And Pennant was only denied a goal on his home debut by a swooping save from Jones who also made heroic first-half saves from Seth Johnson and Smith.
Pennant twice opened up Southampton's defence in the second half, only for Sakho to fail in front of goal, and the England Under-21 international was warmly applauded for his efforts when he was substituted just before the end.
Sakho was too often caught offside and once again strikers Smith and Viduka lacked the service they were entitled to expect.
Nor did Beattie and Kevin Phillips receive many opportunities to test a Leeds defence in which Zoumana Camara and Dominic Matteo were rock solid.
Phillips, who scored so many goals when Leeds boss Peter Reid was in charge at Sunderland, suffered the indignity of being substituted five minutes from the end of a match best forgotten.