Jay Rodriguez scored his first goal since March 2014 on Thursday, but it was not enough as Southampton was held to a 1-1 home draw by Midtjylland in its UEFA Europa League (UEL) play-off first leg, conceding a potentially costly away goal.
Former Southampton academy player Tim Sparv returned to haunt his old club as he broke the deadlock for the Danish side and, although Rodriguez found the net after his 16-month injury lay-off to restore parity, it proved another disappointing setback for Ronald Koeman.
Despite a shaky start in the Premier League, Southampton breezed through the previous qualifying phase with a 5-0 aggregate defeat of Vitesse, but it looked obvious from the outset that this was to be far more of a challenge.
Midtjylland never appeared overawed and eventually capitalised on Southampton's laboriousness with a potentially crucial away goal just before the break – Sparv providing a tidy finish from outside the area.
But its lead was short-lived as Rodriguez converted a penalty 10 minutes into the second period, with the home side producing a marked improvement after the break.
Saints ultimately failed to add to the score despite creating several chances and Midtjylland held on for a commendable draw, while also denying Koeman the perfect response to the weekend hammering by Everton.
There was nothing to suggest during the opening exchanges at St Mary's Stadium that this was a foregone conclusion, as the visitors looked organised at the back and sprightly going forward.
The first opportunity did fall to Southampton, though, as Steven Caulker headed James Ward-Prowse's free-kick just wide.
But Midtjylland, renowned for its own set-piece prowess, went close a few minutes later, as Southampton only partially cleared Kian Hansen's corner and Petter Andersson dragged wide from 20 yards.
The host was then bailed out by goalkeeper Maarten Stekelenburg in the 25th minute, the Dutchman palming away Erik Sviatchenko's seemingly goal-bound header after a launched Hansen throw-in.
Southampton struggled for craft in the final third and was generally restricted to efforts from distance, with Sadio Mane and Oriol Romeu forcing Johan Dahlin into comfortable saves in the final four minutes of the first half.
Midtjylland took full advantage of its host's toothless showing on the stroke of half-time, as Sparv lashed an inch-perfect effort into the bottom-left corner from 25 yards.
Perhaps spurred on by some choice words courtesy of Koeman at the break, Southampton showed more urgency at the start of the second period than in the entire first half.
Caulker saw a goal chalked off for an aerial foul in the 51st minute and then the stooping Graziano Pelle brought Dahlin into action a few moments later with a header of his own.
Southampton was eventually celebrating with 56 minutes on the clock, as Hansen clumsily tripped Ward-Prowse in the area and Rodriguez coolly swept past Dahlin.
The goalkeeper caught the eye nine minutes later, though, palming a Caulker header over in spectacular style, before Matt Targett drilled just wide with just over 15 minutes to go.
Southampton continued to throw caution to the wind towards the end and Midtjylland almost caught it on the break, but Jose Fonte blocked Rilwan Hassan's powerful effort.
Maya Yoshida almost provided Southampton with a dramatic finish, but the defender's header in the sixth minute of stoppage time hit the post, leaving Midtjylland with the advantage going into the second leg.