Southampton have been given a taste of what it will take if they are to compete at the next level.
They have been beaten in their last three matches, although only Manchester City beat the Saints comfortably.
However the fact that they have been as good if not better than both Arsenal and Manchester United but lost is still a harsh reminder of the gap they are trying to bridge.
Manchester City are the current Premier League Champions and came to St. Mary's as favourites.
They had to wait for their time to strike but ended up 3-0 winners at St. Mary's, even with nine men at the final whistle.
Sergio Aguero was almost unplayable on the day, leading City to kill the game when they were a man down.
Sanchez saves Arsenal
Koeman then took his side to the Emirates to face Arsene Wenger's Arsenal just three days after the city defeat.
The Saints were comfortably in control of the game and could even have nicked ahead through Graziano Pelle.
However, losing Toby Alderweireld to injury late on meant they finished the game with ten men and Arsenal made them pay with Alexis Sanchez tapping home with just minutes to go.
Last night they hosted Louis Van Gaal and Manchester United to the South coast and although they dominated the match, they were made to pay by some clinical finishing from the visitors.
Robin Van Persie capitalised on two defensive errors to score both goals with United's only two attempts on target in the match.
A stat which shows the Southampton side that if they are to compete at the very top, they need to make the most of their chances.
With Koeman claiming his side can finish in the top four this season, his players will need to take the positives from their performances and also learn from the punishment that their opponents have dished out.
They have been at least equal to both United and Arsenal but have been punished by some clinical finishing in both matches. Both club's had someone who stepped up and saved their side when they hadn't played well.
The Saints boss will know that for his side to achieve their aims this season, they too will need to make their chances count.
Although playing superb football and winning plaudits for style is positive, the Saints now need to develop a killer instinct that can see them win matches when they haven't played so well, especially against some of the bigger teams in the league.
If they can do that, they may well mount a serious challenge for the top four at the end of the season.