The home side took the lead when summer signing Gaston Ramirez drilled past Wojciech Szczesny in the 34th minute.
The Gunners were unable to muster any real opportunities of note as they were forced to settle for a point, which moved them up to fifth place in the Premier League table.
And Arsenal captain Vermaelen conceded that the north Londoners did not merit more than a point.
“We are disappointed with the result, with the way we played, but I think we have to stay confident and the spirit has to be good all the time,” Vermaelen told Arsenal Player.
“It’s true [our form is good], of course we want to win every game, that’s why a draw is [disappointing], but we didn’t lose and before we won four games. In the league everything is really close, everybody can win against everybody. It’s a tight race and we are confident.
“We didn’t play our best game [against Southampton], we didn’t create a lot of chances to score goals. Even the goal [we scored] wasn’t a chance in my opinion. It wasn’t a great afternoon.
“Wojciech had to make a few saves, I think our overall defending as a team can always be better.
“I think the space between the defence and our strikers was too big so they could have play their game if they wanted. We have to work on that, it has to be better.”