Goals from Vincent Kompany, Leroy Sané and Sergio Agüero ensured Claude Puel’s men suffered their first defeat in three games in the Premier League.
“We’ve had a good run and some good results recently,” started Stephens.
“And that’s what makes today that little bit harder to take, because we really felt we could take something out of the game.
“We probably didn’t play as well as we have done over the past few weeks, so it’s difficult to take but we have to move on to Chelsea now.”
Stephens played 90 minutes alongside Maya Yoshida in the heart of the Saints defence at St Mary’s.
And despite the disappointing result against City, he admitted to being pleased with the way in which his partnership with Yoshida has developed in recent weeks.
“You can see that Maya and I have become stronger together,” he continued.
“I think that just comes with playing with each other regularly, and hopefully we can carry that on and finish the season strongly.
“Chelsea is up next and we want to get a result. It’s not going to be easy because none of these games are but we need to go into it with the right attitude.”
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Southampton’s four-match unbeaten run came to a shuddering halt as they were beaten 3-0 by Manchester City at the St Mary’s Stadium.
Claude Puel’s men held their own until half-time, but second-half strikes from City captain Vincent Kompany, Leroy Sane and Sergio Aguero all but ended their hopes of launching a late-season European charge.
Not too many teams could have lived with the way City counter-attacked in the second half. Sane and Kevin De Bruyne were unplayable at times, so Southampton should not feel disgraced.
Although he was starved of service, the sight of striker Manolo Gabbiadini back in a Southampton shirt gave the home fans a lift.
Southampton once again failed to trouble the scoreboard at home. Their lack of goals at St Mary’s is something Puel and his players need to address for next season if they are to challenge for a Europa League place.
5 – Jordy Clasie can question why he was left out after scoring the winner at West Brom last week. Puel’s double substitution 15 minutes into the second half – bringing on Shane Long and the out-of-sorts Sofiane Boufal for James Ward-Prowse and Gabbiadini – handed the initiative to City. The manager’s decision to take Long off 22 minutes later also left home supporters and the player himself baffled.
Player ratings (1-10; 10 = best. Players introduced after 70 minutes get no rating)
GK Fraser Forster, 5 – Made some important saves, most notably when throwing himself at the feet of Sane before half-time, but still conceded three times.
DF Cedric Soares, 6 – Beavered away gamely, but found De Bruyne too hot to handle as City dictated the second half.
DF Maya Yoshida, 7 – Put in another heroic display. Without the much-improved Japan international, City’s win could have been more commanding.
DF Jack Stephens, 6 – Got in some superb block challenges, but was beaten too easily in the air by Aguero for City’s third goal.
DF Ryan Bertrand, 4 – Could not handle the lively Sane and was continually pulled out of position by City’s fluid attack. A rare off day.
MF Steven Davis, 8 – Had to work overtime to get the ball back off City and started some attacks with a number of defence-splitting passes.
MF Pierre-Emile Hojbjerg, 5 – Was surprisingly picked ahead of Clasie. Put Southampton under pressure with needless fouls.
MF James Ward-Prowse, 6 – Sent in some teasing deliveries without ever really carving the City defence open.
MF Dusan Tadic, 4 – Missed a sitter at 0-0 that could have changed the course of proceedings in Southampton’s favour.
MF Nathan Redmond, 6 – Was Southampton’s star man in their 1-1 draw at the Etihad, but was unable to repeat those heroics here.
FW Manolo Gabbiadini, 5 – Had a quiet game on his injury comeback and can primarily blame it on his teammates, who could not get the ball to his feet regularly enough.
FW Shane Long, 4 – Suffered the embarrassment of being substituted after entering off the bench.
FW Jay Rodriguez, N/R – Was only given eight minutes.
Alex Crook is ESPN FC’s Southampton blogger. Follow him on Twitter @alex_crook
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