The Saints suffered a 1-0 defeat to Wolves, thanks to a Raul Jimenez's goal and also a second league victory for the Molineux club.
Southampton failed to scored a goal after 18 shots with Ralph Hasenhuttl telling his team to start utilising their chances.
“We did not find a way to the back of the net, and one time naively defending is enough to lose against such a team,” he said.“I must say that until that moment we had the bigger chances, to be honest, but we didn’t find a way.
“In the last three games no goal in the Premier League shows the problems we have at the moment. “We need to learn to get more out of the situations we are sometimes in and have chances to score, or to shoot on goal.
“The final shot, the final pass is not there at the moment, and this is what we have to work on.“Like every week, we will try to find a way to be more dangerous up front and keep on defending properly.”
Southampton look to return to winning ways when they travel to Stamford Bridge on October 2.
Having lost to Wolves means Southampton are on the 16th position with four points after six games.