"We lacked courage in the first half in a big way - I am really annoyed," Martin told BBC Radio Solent.

"They were much braver than us and we gave ourselves a mountain to climb."

Saints saw a club-record 25-match unbeaten streak across all competitions ended at Bristol City last week, but bounced back to beat West Brom on Friday.

Martin hopes his fourth-placed side can repeat the feat when they host struggling Millwall in the Championship on Saturday.

"At Bristol [City] we lacked aggression and intensity and tonight we lacked courage in the first half in a big way. Hull were very good, credit to them, they were much braver than us," he said.

"The biggest difference I think is that Hull were all-in on what they were doing and we weren't - I'm really frustrated and hurt by the first half because we lacked the courage to really play football properly.

"The biggest mistake you can ever make is not help your mate out on the ball. [The back line] were having to take so much pressure but they need a bit of help and they didn't get anywhere near enough in the first half.

"Second half we were good, the problem is nobody cares if you're good if you're 2-0 down. We've given ourselves a mountain to climb.

"It's not very often I have to question our courage as a team but tonight I am really annoyed.

"We have the opportunity to bounce back on Saturday and I have no doubt that we will. Whenever there has been a set-back the players, supporters, staff, everyone rallies together - we have to go and be more us than ever on Saturday."