The fit-again skipper was reunited with Rio Ferdinand at Southampton for the first time in a league fixture since 3 December, although the pair did play together on three occasions during pre-season.
Although delighted to secure the three points ahead of the international break, the Serbian wants to start keeping clean sheets when domestic action resumes.
"It was a difficult game and we conceded two goals we're not happy with at all," he stated on MUTV. "We've been told before the game what Southampton's strengths are, what their game is and what they're trying to achieve. In the end, they did it so it's disappointing.
"I think it's only the second time in a year myself and Rio have played together so it's a long time and obviously it's tough as everyone needs more games.
"I have to say, we are not really pleased with the goals we've conceded. There was a lack of concentration, I think, for all four goals we lost [in the last two games] but we have to work on it. You have to say we've had a lot of turbulence in defence with so many changes and people going in and going out.
"We didn't have a constant back four and sometimes it causes a problem, but we look forward to the next games. We have over a week to improve our fitness and obviously our form so we are going to be right for the next game in the Premier League."
Vidic also praised Robin van Persie's character after the Holland hitman recovered from missing a penalty to score the two late goals in the sensational win at St Mary's.