Mauricio Pochettino said that Southampton are building for the future following their 3-0 defeat to Chelsea.
Three second half goals from Fernando Torres, Willian and Oscar secured the points for the visitors.
Southampton could have gone ahead had it not been for some last-ditch tackling from Ashley Cole, John Terry and Gary Cahill. But their finishing let them down.
Talk of Saints pushing for a surprise European spot has diminished following their recent poor form, but Mauricio Pochettino is not a worried man.
"Rome wasn't built in a day," the Southampton manager said.
"We have been facing some of the top sides and that has been tough.
"We are a young side and we are still learning. We have to keep on believing on our style of play."
Southampton face West Brom in the Premier League on the 11th January.