Newcastle United are set to take on Swansea City at the weekend.
Despite needing to start picking up points to stand any chance of retaining their top flight status, Newcastle were well short of quality at St. Mary’s.
The Magpies looked lethargic during the first half of the contest, and they were made to pay as Southampton raced into a two goal lead.
Newcastle did improve after the break, but a goal from Victor Wanyama sealed the points for Ronald Koeman’s side, before Andros Townsend netted a late consolation.
The defeat leaves Newcastle staring relegation in the face unless they can drastically turn their form around, and Benitez has hinted that changes will be made as he searches for the winning formula.
"We have to change with the passion and the commitment and the character. It was obvious we could not win with this mentality. It was the most angry I've been. I am already thinking abut changing something for the next game," he said.
Benitez has now been in charge for four games at Newcastle, and the Spanish boss has failed to guide them to one victory.
Newcastle have picked up just one point under the ex-Real Madrid manager’s stewardship, and they are now six points adrift of safety.
The Tynesiders are next in action at the weekend when they take on Swansea City in a crucial match at St. James’ Park.