Southampton threw away a lead against West Ham United in their latest outing.
The Saints have looked fragile this season, and West Ham exposed their vulnerability at the weekend.
The Hammers came from behind to beat Koeman’s side, and the Dutch boss was frustrated with his side’s failure to hold on to their lead at Upton Park.
"In the first 20-25 minutes of the second half, we lost control,” Koeman said.
“When [Andy] Carroll came in, he changed the confidence of the West Ham team - because in the first 45, Southampton dominated.
"That's sometimes our problem. When you score one, they have belief to come back and they showed great character in the second half."
Southampton had taken the lead against West Ham, when Dusan Tadic poked in during the first half.
That goal had been reward for the dominance they had in the first period, but Koeman’s men took their foot off the gas in the latter stages of the contest.
Michail Antonio drew West Ham level, before Andy Carroll sealed the points with a close range header.
The defeat has seen Southampton slip down in 12th place in the Premier League table, and they have now won only one of their last eight matches.