The Hammers have managed only three points from their opening six games, and Redknapp feels that Slaven Bilic's players are clearly short on confidence at the moment.
"It was shambolic from West Ham. I can't believe how poor they were," said Redknapp on Super Sunday.
"There's a lack of confidence, but people aren't doing their jobs.
"The amount of chances Southampton had, it could have been 6-0."
The former Liverpool midfielder also refused to consider that the Hammers' shift to a new stadium as a reason behind their poor form.
"They weren't playing at the stadium when they conceded four goals to West Brom," he added.
"You can blame the stadium but last year they had 13 points from these respective games and this year they have three. It's too easy an excuse, once you get out there you have to get on with it.
"It's been a really poor start and it's a real test for Slaven Bilic. They are missing a lot of spirit."