Manager Sam Allardyce said he is concerned by West Ham's lack of goals in the Premier League this season.
"Overall, it was a decent performance," Allardyce said.
"I think we have only conceded one goal in four games, but we just can't find the back of the net. Three games without a goal is my concern."
West Ham were forced to play second-choice forward Modibo Maiga in attack at St Mary's, and he rarely troubled the Southampton defence.
Andy Carroll, a club-record £15m summer signing from Liverpool, suffered a foot injury in training at the start of September. The England international has not played since picking up a heel injury in the final game of last season while on loan.
West Ham had goalkeeper Jussi Jaaskelainen to thank for the point they earned at Southampton, with the 38-year-old Finn making a string of great saves.
Defender James Collins almost stole all three points for the visitors in the last 10 minutes, when he shot over the crossbar from close range.
"Jussi is getting on, but he's still keeping us in games. He was brilliant," said West Ham midfielder Mark Noble.
"When you're keeping clean sheets it helps when you're not scoring goals - and we're not scoring goals."
Meanwhile, Allardyce said Saints midfielder Morgan Schneiderlin should have been sent off for a challenge on Mohamed Diame in the first half.
"We feel a bit disappointed that Schneiderlin is still on the pitch because it's a two-footed challenge," Allardyce added.
"[With] two-footed challenges, we have been told by everyone in the referees' department from Mike Riley down, there is no other choice but a straight red. We didn't even get a free-kick.
"I can't for the life of me [understand] - Andre [Marriner] is such an experienced referee - how he didn't see that."