Simon Grayson gave debuts to Michael Brown, Andy Lonergan, and Darren O'Dea, and a first start to Adam Clayton for the season opener at Southampton. His side lined up in a 4-2-3-1 formation and were backed by in excess of 3,000 noisy travelling fans at the St Mary's Stadium.Brown set the tone early doors with a couple of crunching challenges in the middle of the park, and the opening exchanges were littered with free-kicks.
It was from one O'Dea delivery from deep that Jonny Howson tested Kelvin Davis with a good strike after Robert Snodgrass had held the ball up well. Davis failed to hold the shot, but the ball was swiftly cleared.
But the home side went ahead in the 10th minute when Dean Hammond was allowed to advance from midfield and his low shot beat Lonergan from distance.
United almost responded immediately when Snodgrass whipped over a corner, and moments later Clayton released Max Gradel, but the Ivorian had strayed offside. Leeds also threatened when Gradel showed quick feet to deliver a cross and Clayton's back-post header was deflected for a corner.
On 22 minutes, Snodgrass had a free-kick blocked by the Southampton wall after Brown was bundled to the floor 25 yards from goal.
But, while Leeds seemed to be enjoying the better possession, it was the home side who scored again before the half-hour. Adam Lallana was the scorer with an effort which curled past Lonergan after Southampton found space in the Leeds area.
They almost netted a third moments later, but Lonergan averted the danger by spreading himself well to deny Lallana, who should have scored.
As the game headed towards the break United were still putting passes together, but without any great incision, and the hosts were answering any questions that were posed of them.
United had history of coming from behind at Southampton - the 4-3 win in 2005 ranks as one of the club's greatest ever comebacks - and Grayson's men started the second half on the front foot. Gradel felt he had claims for a penalty when he went down in the box, and Ross McCormack tested Davis with an early strike.
But it was the hosts who added third goal on 52 minutes when David Connolly supplied the finish after Southampton yet again found enough space to hurt Leeds.
Grayson responded immediately by replacing Brown with Billy Paynter as United looked to climb the proverbial mountain. And the striker did have an opportunity on the hour when Clayton picked him out with a great pass - but Davis proved himself equal to the shot to deny Paynter.
Ramon Nunez was next to be introduced for United when he came on for the final half-hour. Shortly after Gradel felt he had another penalty claim, but after a quick break by the hosts led to a corner, Lonergan was grateful to see a free header fly past his post.
United's final substitution came on 73 minutes when Lloyd Sam replaced Snodgrass.
But Southampton had another opportunity when Aaron Martin latched on to a free-kick and his downward header bounced up and over the bar.
At the other end, Nunez tried his luck from distance with a shot which went just wide while Sam looked to inject some life into proceedings with a raid down the right which won a corner.
It was the home side who went close again, though, with just five minutes remaining when substitute Richard Chaplow struck the post with a powerful strike.
Four minutes of stoppage time looked like prolonging the agony for United and the 3,000 plus away following as Grayson's men slipped to a second successive opening day defeat.
But in the final of those minutes, United won a penalty, following a handball, and Gradel stepped up to smash the ball home for a consolation.