Dusan Tadic has hit out at Southampton's style of football and revealed his shame that the club failed to reach the Europa League group stage.
Ronald Koeman's side were beaten by Danish champions FC Midtjylland on Thursday night to end their hopes of a prolonged European campaign.
They have also not won any of their opening three Premier League games.
Southampton lost a high number of first-team players 12 months ago but Koeman was lauded for bringing in new talent and guiding the south-coast club to their highest-ever Premier League finish of seventh place.
This summer Morgan Schneiderlin and Nathaniel Clyne have been sold while former loanee Toby Alderweireld opted to leave Atletico Madrid for Tottenham. And with a host of players out injured, the current campaign is proving tougher.
Tadic came off the bench in Denmark and was praised by Koeman for giving his side a more creative edge, but the Serbia international, one of those recruited by Saints last year, believes the side are now adopting the wrong approach.
"We are very disappointed. I feel a little bit ashamed that we didn't go through,'' he said.
"We started playing too many long balls. This is not our football. I understand that you can play too much direct sometimes. But I know this team. We like to play football on the ground.
"We need to show more and play better as a team. It's not good. We lost some important players, some other players come in and they need time to adapt.
"We need to play more football because we're a footballing team. I always play football in my team and I know that if you play too much long ball then it's difficult.
"We need to play football how we were playing at the beginning of last year. From that we can do something.''
Koeman defended his team after their surprise Europa League playoff defeat. Falling out of the competition at least gives him more time on the training ground to work with his squad.
"If there is one slight positive it is that we will get time to train and time to recover but that is not what we want,'' Koeman said.
"We had a great season last year to play in Europe and we had a chance with two qualification rounds, we didn't take it.
"Now we have full focus about the Premier League, a difficult start and the start to the season I expected because the team has changed a lot.''
After their record Premier League points haul last year, there was always going to be an increase in expectations at St. Mary's -- something the Dutchman wants to manage, starting with the visit of Norwich on Sunday.
"We have new players and the start of the season is completely different,'' Koeman added.
"The transfer window is a big influence in the focus of the players and last year we played three times [before the window closed]. Sunday will be our eighth game in August. I will be happy at 18:00 (BST) on Tuesday -- then we know nothing more can happen.
"The expectations are different to last year. People expect more but we have to be realistic with what happened and what we lost in the last year.
"In the first season we changed a lot and after some weeks you improve and develop the players but now we have been playing more. Now we have time but it is not what I like, but we have time to improve and have good training sessions and we need that.''