Southampton were beaten at Millwall by a goal six minutes into injury time after drawing level with just a few minutes left of the ninety. The Saints looked tired in all areas of the pitch against a tough and direct team.
Adam Armstrong opened the scoring after 55 minutes from the penalty spot after a foul by Millwall's Jake Cooper.
Then Millwall's Femi Azeez drove home a low shot with his left foot past Bazunu's right hand to equalise after 72 minutes.
Caleb Taylor smashed in a worldie from 25 yards nine minutes later, which looked enough to give Millwall all three points. His shot flew into the top right hand corner, swerving up and away from Bazunu's left hand.
With just three minutes left on the clock, Taylor Harwood-Bellis' downward header from Manning's corner looked destined for the back of the net. That was until Max Crocombe flung himself left to keep the shot out. Fortunately for the Saints, the ball fell to Finn Azaz to equalise. Southampton looked like they would be heading back to St Mary's with a point.
Sadly, more drama followed six minutes into injury time when Tristan Crama slid the ball home from a tight angle with Harwood-Bellis trying to clear from under his own crossbar with Gavin Bazunu in no man's land.
Full-Time: Millwall 3-2 Southampton
Southampton player ratings:
Gavin Bazunu (GK) - 5/10 - At fault for the third goal and could have been more composed in the final moments of the game when Southampton looked like they had secured a point. Was all over the place for Millwall's winner. Made one good save diving low to his left in the first half.
Taylor Harwood-Bellis (RCB) - 6/10 - Exposed too often by Millwall's desire to overload both flanks. As Tom Fellows tired late on, Harwood-Bellis struggled to prevent crosses coming in from the left. His presence at attacking corners led to both Southampton goals being scored.
Nathan Wood (CB) - 6/10 - Was given a hard game by Ivanovic who won almost everything in the air. Wood looked uncomfortable in possession today against a Millwall team who did not stop running for 90+ minutes.
Jack Stephens (LCB) - 5.5/10 - The captain should have been left on the bench for this one against a pacy and combative attack. Slow to react when the ball fell to Azeez for Millwall's first goal.
Tom Fellows (RM) - 6.5/10 - Fellows looked tired today after his excertions earlier in the week. Playing as a hybrid winger, he has covered too many yards and it was no surprise when he was replaced by Ryan Fraser after 77 minutes.
Cameron Bragg (CM) - 7/10 - Another mature performance and unlucky to be the player sacrificed for Romeu with a quarter of an hour left to play. Showed off his range of passing with a breathtaking diagonal ball midway through the second half.
Caspar Jander (CM) - 6/10 - Another player who looked tired in this third match in seven days. Kept plugging away but ran out of steam. Could have been withdraw for Romeu instead of Cameron Bragg.
Ryan Manning (LM) - 6.5/10 - Good delivery from set pieces and got forward well. Looked exposed in defensive transitions by Millwall's direct approach targeting the space behind Manning.
Jay Robinson (LF) - 6/10 - Withdrawn after an hour with Southampton a goal to the good. Léo Scienza's boots were way too big for Robinson to fill today and he has a lot to learn. Robinson did not dribble with enough pace and purpose to hurt Millwall meaning Saints lacked a threat on the counter attack.
Adam Armstrong (CF) - 7/10 - Armstrong kept running today and often for little reward. Took his penalty well and kept the Millwall defence honest throughout.
Finn Azaz (RF) - 8/10 - Another goal for the Republic of Ireland midfielder will offer little consolation after losing in this manner. Azaz took his goal with a delicate finish from a tight angle and must have felt like he had rescued a point for his side.
Substitutes:
Joe Aribo - 5/10 - Struggled to make a meaningful contribution and turned his back on Taylor's strike for the second goal.
Oriol Romeu - 6/10 - Asked for the ball and looked like his old self. Too weak in a challenge in the build up to Millwall's winner.
Ryan Fraser - 6/10 - Understandable substitution but added little defensively.