With a Champions League semi-final second leg against Real Madrid looming on Wednesday, this was no time to serve up a shambolic display of inept defending.
Sadio Mane profited by scoring a hat-trick after Shane Long had put Southampton ahead.
Quite what Cristiano Ronaldo and Gareth Bale would have done to this defence is another thing altogether.
Pelleginri insisted there were no positives to be drawn from his team’s display.
He could, however, take at least some consolation from the fact the majority of these players will not be in his starting line-up at the Bernabeu Stadium when City will attempt to build on the scoreless draw in last week’s first leg.
The manager, angered by the Premier League’s inability to move the fixture forward, made eight changes from the side that had faced Real last Tuesday.
He is likely to make a similar number in midweek with only Kelechi Iheanacho, the teenage striker, strengthening his claims with two goals.
But as well as delivering a blow to morale ahead of the trip to Spain, defeat undermined City’s hopes of guaranteeing a top-four finish sooner rather than later.
Manchester United’s failure to beat Leicester earlier in the day gave Pellegrini’s side the chance to move seven points clear of fifth place. Instead, they have a four-point cushion while United have a game in hand.
All in all, not the best day for Pellegrini as he attempts to deliver success in his final weeks at the Etihad Stadium.
“I always say the best way to prepare the next game is to win and that’s why we did so well before Paris Saint-Germain and Real Madrid, we won our games before in the Premier League,” said the manager. “I was very disappointed, especially in the defending.
“It was the same players who played other games. We knew before the game it was a risk to put so many players without football against a difficult team. But we have to take those risks.
“I would do exactly the same again because we have an important game on Wednesday that we play now for the final in the Champions League. We continue in the Premier League what we are going to do in the next two games to be in the top four so that was a risk but one we had to take.”
Of the shell-shocked back-four, Eliaquim Mangala, Pablo Zabaleta and Aleksandar Kolarov will return to the sidelines while Nicolas Otamendi will remain to partner Vincent Kompany who is expected to be fit to start.
And Pellegrini must hope his first-choice line-up perform more effectively than the group that allowed Dusan Tadic to provide the first of three assists in the 25th minute when he got in behind Mangala and pulled the ball across to Long who stole a march on Otamendi.
Three minutes later, Tadic took out Mangala and Kolarov with a superb through ball that allowed Mane to advance on Joe Hart and score his first.
Iheanacho gave City hope a minute before half-time when he headed home from Samir Nasri’s deflected cross but City’s weaknesses were exposed again 12 minutes after the restart when Virgil Van Dik sent a header against the bar and Mane was on hand to claim his second.
Another Tadic through ball sent Mane clear for his third and while Iheanacho scored arguably the best goal of the match 11 minutes from time, there was no chance of a fightback from the visitors.
Southampton strengthened their bid to claim a Europa League spot and manager Ronald Koeman said: “Sadio was focused and clinical. That was one of my criticisms of all of the strikers but we are very productive at home with more chances to score more.
“You can talk about the changes of Manchester City in the team but that is not fair. Give all the credit to Southampton because the performance was fantastic.”
Forster 7: Martina 6, Fonte 6, Van Dijk 7, Bertrand 7; Clasie 6 (Romeu 59 6), Wanyama 7; Mane 9, Davis 7 (Ward-Prowse 73 6), Tadic 8 (Rodriguez 87 6); Long 8.
Stekelenburg; Soares, Yoshida, Austin.
Hart 6; Zabaleta 6, Otamendi 5, Mangala 4, Kolarov 4; Fernandinho 5 (Demichelis 59 6), Delph 5 (Navas 64 6); Iheanacho 7, Nasri 6, Sterling 4; Bony 4.
Caballero, Sagna, Fernando, Aguero, Clichy.
A Marriner 7