Frank Lampard demanded Chelsea cut out their costly mistakes after Jannik Vestergaard snatched a stoppage-time equaliser for Southampton in a dramatic 3-3 draw on Saturday.
Germany forward Timo Werner scored his first Premier League goals to put Chelsea two up in the first half at Stamford Bridge.
Danny Ings got one back for Southampton before mistakes from Kurt Zouma and Kepa Arrizabalaga gifted an equaliser to Che Adams in the second half.
Kai Havertz appeared to have spared his team-mates' blushes when the Germany midfielder restored Chelsea's lead.
But Lampard's side were denied when Southampton defender Vestergaard headed home following more poor defending in the closing moments.
Chelsea have just two wins from five league games and have already conceded nine goals, leaving Lampard to plead with his team to be more efficient at the back.
"We need to be more solid. Making individual mistakes gives other teams chances," he said.
"We are seeing lots of goals across the league and no manager is happy.
"There are attacking players in this league and maybe pre-season and lack of working time plays a part. But we have to get better at it."
Lampard was encouraged to see Werner score for the first time in the league in his fifth appearance in the competition since his move from Leipzig.
"They are great goals. The second in terms of the team was class but it is a lot to do by Timo. Those moments will come from him and other players," Lampard said.
But, as ever with Chelsea, the miscues from Zouma and Kepa underlined problems that remain unsolved at the back and could prove fatal to their chances of mounting a title challenge.
With Senegal keeper Edouard Mendy injured, Kepa was making his first Chelsea appearance in almost a month after being dropped following an error-strewn start to the season.
Kepa's latest blunder is likely to see him exiled again and Zouma may be axed as well once Thiago Silva returns.
"You go two goals up, you want to finish it off. Southampton are a good side. They put pressure on us off the ball," Lampard said.
"My message at half-time was that the goal shouldn't change too much. We never got to the same levels in the second half. We can do better."
- Chaotic scramble -
Chelsea took the lead in the 15th minute when Werner came deep to dummy Ben Chilwell's pass cleverly behind him before nipping around the bewildered Jan Bednarek.
Cutting right across the Southampton area, Werner intelligently guided his shot back to the left and past the flat-footed Alex McCarthy.
Southampton boss Ralph Hasenhuttl signed Werner for Leipzig in 2016 and the talent he identified was on full display with another predatory finish in the 29th minute.
Jorginho played a superb first-time pass over Bednarek and Werner controlled on his chest before deftly flicking the ball over McCarthy and heading home under pressure from two defenders.
In the 43rd minute, Havertz was dispossessed too easily inside his own half and Adams slipped a pass through to Ings, who got behind the slow-to-react Chelsea defence and slotted into the empty net.
Zouma started Southampton's farcical 57th minute equaliser with a woefully under-hit back pass and Kepa poured fuel on the fire when he rushed off his line and completely missed the ball.
Kepa crashed into a post in the chaotic scramble that followed but Chelsea could not clear and Adams slammed the ball high into the roof of the net.
If that was a ridiculous way to concede, Lampard's team had the perfect response as they conjured a sublime goal just 121 seconds later.
Christian Pulisic's incisive run and pass found Werner and he slipped the ball across to Havertz, who finished from 10 yards out.
But in the second minute of stoppage-time, Zouma's weak headed clearance was fired back into the area by Theo Walcott and Vestergaard stooped to head home.