In a game dominated by penalty decisions, Saints U23s left their comeback attempt too late as visiting side Watford claimed the first three points on offer in this year's Premier League Cup competition.
Callum Slattery halved the deficit midway through the second period, converting the game's third spot-kick opportunity, but Saints were left to rue a missed penalty chance in the first half.
"The start was pretty poor," Jaïdi commented in the immediate aftermath of the defeat. "On a positive note the last 20 minutes of the game we reacted well, created some chances and could have scored more.
"I think the boys need to learn, especially in cup games, you need to take your chances. You need to stand up to the challenge, we could have kept the ball better, we gave away a lot of possession in the first half.
"We were frustrated not controlling the game, and they [Watford] gained in confidence. We conceded sloppy goals, it is a learning curve for the boys."
The U23s boss is keen to develop his young side's ability to cope with the psychological demands of the game, after going behind so early on in the tie.
Jaïdi added: "The penalty save made it difficult for us, especially mentally for the younger boys. At half time I told them they need to step up, they need to react.
"It is a big part of the game, the mental side, especially at 23s level - there is no time to be disappointed and have your head down. If you lose concentration and confidence it is hard to recover."