Albion boss Micky Adams praised his side after Southampton marched through to the third round of the Worthington Cup.
He says the Seagulls were not disgraced in last night's 3-0 exit against the Premiership strugglers at Withdean.
James Beattie, just before half time, and two Anders Svensson strikes in the last 19 minutes gave his old club their first victory and goals of the season.
It ended Albion's run of 11 straight home wins, but Adams declared "We weren't disgraced. People will look at the result and think they must have battered us, but they didn't.
"At times we controlled the game in terms of passing and we showed we can handle the ball.
"My kids still live and go to school in Southampton and if I am going to lose a game of football I am pleased it was against them."
Albion hot-shot Bobby Zamora had an early effort disallowed for offside and claims for a penalty when Jo Tessem seemed to pull him down.
"I thought the disallowed goal was very tight and I was disappointed to give a goal away just before half time, but that didn't affect us," Adams said.
"I was pleased with the performance, the lads gave me everything.
"Their goalkeeper didn't have many saves to make, but I don't know how much they have paid for their side. I have spent 100 grand on Bobby Zamora."
Southampton manager Stuart Gray, relieved at stopping the early season rot, said "It was a potential banana skin for us. Micky has got Brighton well organised.
"I had been to watch them twice and I thought if we competed with them our ability should tell. It was a very professional performance."
Michel Kuipers made a series of fine saves behind an Albion defence without Danny Cullip due to a hamstring injury.
Albion have another chance to go top of the Second Division with a win at Wrexham on Friday night and Adams pledged: "We won't let this result affect us. I told the lads we were never going to win the Cup, but we gave it our best shot."
The reserves are away to Oxford United today in the Avon Insurance Combination League from 2.00pm
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