Defeat ― ironically against a side who were the last EPL team to lose their first five games in 1998/99 although they did manage to score ― left Palace bottom of the table, three points adrift of Bournemouth, who got off the mark yesterday with a 2-1 win over Brighton.
On Monday, Frank De Boer was sacked after 77 days as first-team manager (just 32 of those days coming during the actual season), replaced by former Fulham, Liverpool and England boss Roy Hodgson, who last held a club job in 2012.
Hodgson was quickly made aware of the size of the task facing him as Palace boss when Davis scored the only goal of the game after six minutes. The desire was there but unfortunately it was a frantic desire, where you're chasing and hoping, not when you're in control and causing the opponents problems.
The 36-year-old has worked on the Reading coaching staff for the past two years after joining them from Burnley following his retirement from playing.
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As the game entered its closing stages, Southampton's Mario Lemina nearly created enough space for himself to shoot as the visitors sought the second goal that would seal the points, but was crowded out. I thought in the second half, we did get up to the ball better - nowhere near as well as I would like to see going forward - but we did do it better.
Roy Hodgson wasn't much liked at Liverpool.
The Eagles are the first team in English top-flight history to open a season with five consecutive defeats without scoring as the Saints conducted a smash and grad raid at Selhurst Park.
"There is no lack of attitude from players wanting to do better but we have a psychological fight on our hands, we have to make judgements on the games and the players know that".
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"You have to fight for every single point".
Hodgson was keen to switch his focus to Crystal Palace and wants to put his England career to the back of his as he prepares for their crucial game against Southampton tomorrow.
And Palace have now gone 450 minutes without a goal this season, the longest ever run from the start of a Premier League campaign.
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