The 27-year-old, deputising for the injured Tim Krul at the St Mary's Stadium, found himself picking the ball out of the net on four occasions as the Saints cruised to victory.
However, but for his efforts, the Magpies could have been utterly humiliated on the south coast in a performance manager Alan Pardew later described as "not acceptable".
Elliot told the Shields Gazette: "I'm just hurting from the loss.
"Maybe in a few days, I'll be able to sit down and look at the videos and look back at the saves and be pleased, but when you lose 4-0, as a keeper you never feel good.
"We have got to get over it, get back to the training ground and make sure it doesn't happen again."
The travelling fans made their feelings known in no certain terms on the final whistle and despite being the only man to be able to take any credit for his display, Elliot admitted the performance was simply not good enough.
He said: "We went over to the fans, and they weren't happy. The support we get is amazing everywhere we go. We do appreciate it.
"We know it's not good enough. The fans had every right to be upset - there are no excuses. We have got to win back their trust. We cant defend it.
"There's no dancing around it. We have got to hold our hands up. Southampton were excellent and we didn't turn up."