Saints suffered a first defeat in four away games, as the hosts took the points through goals in either half from Steve Cook and Benik Afobe.
Koeman explained that he was not happy about how his side played, saying that Cherries were far sharper than they were.
"I'm disappointed, because I think they were more aggressive from the start of the game, and that's disappointing, because that's not the way how you like to start," Koeman told Southampton's official YouTube channel
“We were running behind them and we didn't control the game. They had a lot of corners, they had good pressing, we didn't keep the ball very well in front and they were sharper from the beginning of the game.
"I think the difference in belief in being aggressive was that one team starts with 120 per cent and we tried to give 100 per cent, then it's always difficult to change if you are starting like this.
"Ok, it happens in football and you have to learn from that and we have some days now to think about this and the way we lost today and to give a good reaction to the fans on Saturday at home, because that was disappointing tonight.”
Koeman also explained why he withdrew Maya Yoshida in the first half for steven Davis, as he switched from three at the back to four.
"Normally it's a perfect system to play against a 4-4-2 system, how Bournemouth played tonight, but they had a left full back who was very offensive and we didn't stop that and that was the reason to change and after that I think we had a little bit more control on the pitch,” he said.
“The second half was a little bit better, but we didn't create chances and they were defending outstanding tonight.”