After three back-to-back draws in the Premier League, the last of which came against Arsenal, confidence was high around St Mary’s going into the tie.
Saints started well and took the lead through Jay Rodriguez.
But the second half in particular became a Chelsea procession and left the men in white looking utterly despondent as they struggled to compete.
Saints have to face Chelsea again a week on Wednesday, and this time at Stamford Bridge in the league.
But before that, there’s a huge match at fellow Premier League strugglers Aston Villa this coming Saturday.
“Sometimes you just give people a bit of a reality check because we have played against some exceptional players and in the second half they were excellent,” said Adkins.
“We’ve hit a Chelsea team in form in the second half of the game, but we will pick ourselves up.
“Our destiny is in our own hands. “The Opta stats will show how well we are doing and it gives us hope and optimism for the second half of the campaign.”
Why I left out Lambert - Adkins explains in today's Daily Echo