Werner struck twice in the first half before Havertz got on the scoresheet after the break.
"I am happy about the goals but I want to win the game," Werner told the BBC after the game. "50% I am happy, 50% not. I don't know if we have a problem but the last three games we concede six goals and it is not where we want to be, to compete for titles.
"In Germany we always say defence wins titles. If we concede so many it is hard to win games and win titles."
Werner had a goal disallowed for offside but scored a minute later with brilliant solo effort.
The striker doubled the lead after 29 minutes when he got on the end of Jorginho's pass and lofted the ball into the net.
Ings got one back for the visitors just before the break after he went past Kepa Arrizabalaga and scored into an empty net.
Kepa was at fault for Southampton's equaliser when he came out and missed the ball which led to Adams capitalising on the error.
Chelsea went back in front two minutes later when Werner teed up Havertz to score from close range.
The visitors grabbed a late leveller when Theo Walcott's shot was glanced into the net by Vestergaard.
"You go two goals up you want to finish it off. It was the best we've played this season for sure at this stage," Lampard told BBC. "But Southampton are a good side. They put pressure on us off the ball.
"My message at half-time was that the goal shouldn't change too much. We never got to the same levels in the second half. We can do better.
"We are seeing lots of goals across the league and no manager is happy. I don't know why it is. There are attacking players in this league and maybe preseason and lack of working time plays a part. But we have to get better at it."