Vlaar has called for Paul Lambert's men to put the weekend's frustrations behind them and focus on finding some form as quickly as possible, starting with Capital One Cup opponents Manchester City.
Vlaar told the club's official website: "We have to stay strong now and we have another game which we need to prepare for.
"Of course, it is going to be a difficult game but every game is difficult. We will go and try to win the game.
"We can play well as a team, we know this, but we didn't do it in the second half against Southampton and that's disappointing for everybody - the players, the manager, the coaching staff, and of course, our fans.
"Everybody wants to do better and I hope we can show this in the way we play against Manchester City."