Although striker Shane Long's effort that went over the bar at Middlesbrough did not impact the result, the miss against Hull City from Dusan Tadic came during another goalless game at St Mary's last month.
"We perhaps need to work a little more on the training sessions because the penalties have been very important," Puel told reporters.
"It's a shame and I think to have had this situation with this opportunity and good play with many possibilities and opportunities is good work for the next game and of course to find the clinical edge."
The Saints have also failed to score in their last four home games as they prepare to host 14th-placed Stoke City in the final game of the season on Sunday.
(Reporting by Hardik Vyas in Bengaluru)
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