Lindegaard was a surprise selection ahead of David De Gea for the 3-2 win at St Mary's.
"In the beginning, in the first half my play with my feet was not as it should - for unexplained reasons - but my hands worked well, and I think my other half was really good," said Lindegaard.
"I made a major save at 2-1, which would've closed the match in their favor. I was confident in my intervention, so in retrospect, I am satisfied.
"There was perhaps a little rust, but nothing deeper than that. It's a long time since I've played a Premier League match. It was in January around the 20th."