If the east London side felt robbed by Manchester United on Sunday, it was Saints this time ruing missed opportunities after dominating possession and the shot count.
The hosts also had a man advantage from the 61st minute onwards after a moment of madness from Hammers goalkeeper Adrian, who attempted to turn away from Sadio Mane, only to be caught out and handle outside the box.
The Spaniard was given a straight red card but it was not to cost his side, with replacement Jussi Jaaskelainen producing some fine saves, as well as watching a number of chances go well wide, as West Ham dug deep to secure a 0-0 draw.
"I think that from our point of view it almost feels like a victory against all the odds," Allardyce said .
"I think the lads who ended up on the field, apart from Andy who was injured, have done a fantastic job."
Carroll was a second-half substitute at St Mary's, where he made his return from an injury picked up in the defeat to Liverpool, but he left the stadium on crutches and said he does not know the severity of his injury.
"The sad thing for us is the injury to Andy Carroll which we can ill-afford to take with our injury problems," Allardyce said.
"It's the same knee, he got kicked in the back of the knee and felt something wrong.
"He stayed up and was a nuisance
I just hope that staying on hasn't done any more damage.
"He got fit in two and a half weeks [after Liverpool] but clearly it's going to take longer this time because it's the same injury."
While Carroll faces time out, Adrian may not after Allardyce confirmed West Ham would be appeal referee Craig Pawson's decision.
"It was a foul on our goalkeeper before," he said
"There is no doubt Mane had his hands on Adrian.
"Adrian made a mistake in the beginning but the linesman saw two hands on the ball but not the two hands on the back.
"We will be appealing it and I'll be very disappointed if he doesn't get off."
As for Southampton counterpart Ronald Koeman, he could not hide his frustration after a fourth straight home match in all competitions without a win.
"If you are the better team - more ball possession, more chances and you play 25 minutes 11 against 10 - then you expect to score at least one time and we didn't," the Dutchman said.
"It showed a little bit our performance in the last few games in creating chances and scoring goals is a little bit more struggling than in the first part of the season
Okay, that's disappointing."
Saints' lengthy list of absentees certainly did not help matters against the Hammers, who displayed the increasingly defensive mindset clubs arriving at St Mary's are employing.
For Koeman, though, the main issue was his side's inability to utilise the flanks.
"I think we didn't make the pitch very wide," he said.
"Always if you play against 10 players you need to play out of good positions on the pitch and I think it was not clever enough how we played against 10 players.
"Too many players in the centre of the pitch, (not enough) players to make it wide to create the space, sharpens in the box.
"Okay, that in my opinion is the reason we didn't win the game."
Source : PA
Source: PA