Southampton will not be repeating the heroics of last season's cup run under Claude Puel, as last year's runners-up crashed out at the hands of Championship high-fliers Wolverhampton Wanderers.
Second half goals from Danny Batth and substitute Donovan Wilson ensured the Saints' poor start to the season continued.
Having weathered early pressure, Southampton began to look like the better side, creating the majority of the few chances. However, their composure in front of goal let them down.
Nouha Dicko was through on goal before finding the ball caught in his feet, before Ivan Cavaleiro cut the ball back to him with the goal gaping at his feet but he failed to strike the ball clean enough, allowing Maya Yoshida to watch it out
Saints' Jeremy Pied was wasted a good opportunity after being sent clear by Charlie Austin’s pass, while Dusan Tadic got in Austin’s way when the striker was in on goal.
Wolves' man between the sticks, Will Norris stopped his side falling behind by saving Jan Bednarek’s strong header.
Second half shock
If fans inside St. Mary's expected the second half to be better, they thought wrong.
The visitors started on the front foot after the restart and eventually forced the breakthrough after good work by Ruben Vinagre. The player won a corner which allowed Batth to head home. However Saints 'keeper Fraser Forster may feel opposition players were blocking his view from the set-piece.
Things didn't get any easier for Forster, as substitute Wilson chipped the ball over him with three minutes remaining to seal it.
Pellegrino under pressure?
New boss Mauricio Pellegrino has failed to make an impact since joining from Spanish outfit Alaves and is yet to win any of his first three competitive fixtures.
The South Coast outfit take on in-form Huddersfield Town this weekend as they bid for an upturn in form.