Spurs started as favourites to take all three points off Southampton and keep their top four push on track, but ended up being shocked by Ralph Hasenhuttl’s men.
It was 1-1 at half time and then Spurs were ahead in the 70th minute through Heung-Min Son.
Southampton stunned Spurs though when first Mohamed Elyounoussi and then Che Adams found the back of the net, giving Saints a 3-2 lead they did not let slip.
Conte admits he told his team at half time that they were making too many mistakes and feels learning is part of the process that Spurs need to improve.
The Tottenham boss is clear his men gave him everything, which he feels is not good given they lost.
“There are many parts of the game and we can improve in this aspect”, Conte was quoted as saying by the BBC.
“The message at half-time was, in the first half we made many mistakes and many times the pass was not good and we risked complicating our life today.
“This is a part of the process and you have to try to improve, to understand when there is a bit of pressure you have to be more accurate in the pass and decision making.
“The players gave everything tonight and that is why it was a pity to lose the game.
“When you give everything and lose, that is no good”, he added.
Spurs sit in seventh place in the Premier League table and are four points behind fourth placed West Ham United.