Southampton reached the semi-finals of the EFL Cup last season and had not played in the first round since 2011-12Southampton were dumped out of the Carabao Cup after a 3-1 first-round defeat at League Two Gillingham as Robbie McKenzie scored twice.Ashley Nadesan gave the Gills the lead after only 11 minutes, slotting into the corner after Dom Jefferies burst down the left wing behind the Saints defence and crossed into the box.McKenzie doubled Gillingham’s advantage six minutes into the second period, before volleying into the net 20 minutes from the end to secure the Gills’ place in the second round for the fifth successive campaign.Carlos Alcaraz claimed a consolation goal for Southampton with a minute left, but it was too little too late.Saints were semi-finalists in the competition last season and were appearing in the first round for the first time since 2011-12 following their relegation from the Premier League last season.Boss Russell Martin changed his entire starting 11 from the side that beat Sheffield Wednesday on the opening day of the Championship campaign.Midfielder Shea Charles made his debut following his summer transfer from Manchester City and Romain Perraud returned from the injury that ruled him out at the end of last season. Yet it was Gillingham who dominated the opening period with Shadrach Ogie and Ethan Coleman both heading over either side of Nadesan’s opener.Sekou Mara hit the woodwork for the visitors, but defender McKenzie made it 2-0 after 51 minutes when Southampton failed to deal with Cheye Alexander’s set-piece.Ogie picked up the ball at the back post before Max Ehmer got the crucial flick-on to McKenzie, who had the softest of touches to edge it past Alex McCarthy.McKenzie added his second with a sweet strike after Max Clark corner’s dropped to him.Alcaraz’s late deflected shot from distance was not enough to save the Saints from failing to progress beyond the first round of the competition for the first time since the 2006-07 season.Line-upsGillinghamFormation 4-2-3-11Morris2Alexander5Ehmer22Ogie3Clark18Coleman14McKenzie17Clarke7Lapslie11Jefferies10Nadesan1Morris2Alexander5EhmerBooked at 88mins22Ogie3Clark18Coleman14McKenzieBooked at 65mins17ClarkeSubstituted forGbodeat 84’minutesBooked at 90mins7LapslieBooked at 27minsSubstituted forMaloneat 71’minutes11JefferiesBooked at 58minsSubstituted forWilliamsat 71’minutes10NadesanSubstituted forNicholsat 71’minutesSubstitutes8Williams9Nichols13Malone25Turner29Gbode32Chambers34GaleSouthamptonFormation 4-4-21McCarthy14Bree25Lyanco15Perraud29Meghoma27Amo-Ameyaw24Charles17S Armstrong19Djenepo18Mara10Adams1McCarthy14Bree25LyancoBooked at 78mins15PerraudBooked at 44minsSubstituted forAlcarazat 59’minutes29MeghomaSubstituted forDiblingat 85’minutes27Amo-Ameyaw24CharlesBooked at 64mins17S ArmstrongSubstituted forAriboat 45’minutes19Djenepo18MaraSubstituted forDoyleat 45’minutes10AdamsSubstituted forOnuachuat 68’minutesSubstitutes5Stephens7Aribo12Onuachu13Lumley22Alcaraz23Edozie32Doyle33Dibling34BallardReferee:Carl BrookAttendance:7,775Live TextMatch ends, Gillingham 3, Southampton 1.Second Half ends, Gillingham 3, Southampton 1.Attempt saved. Samuel Amo-Ameyaw (Southampton) left footed shot from the centre of the box is saved in the centre of the goal.Attempt blocked. Samuel Amo-Ameyaw (Southampton) left footed shot from the right side of the box is blocked. Assisted by Lyanco.Attempt missed. Carlos Alcaraz (Southampton) right footed shot from outside the box is close, but misses to the right from a direct free kick.Carlos Alcaraz (Southampton) wins a free kick in the attacking half.Foul by Scott Malone (Gillingham).Joseph Gbode (Gillingham) is shown the yellow card for a bad foul.Attempt missed. Tyler Dibling (Southampton) header from the centre of the box is too high. Assisted by James Bree with a cross.Goal! Gillingham 3, Southampton 1. Carlos Alcaraz (Southampton) right footed shot from outside the box to the bottom left corner. Assisted by Kamari Doyle.Max Ehmer (Gillingham) is shown the yellow card for a bad foul.Samuel Amo-Ameyaw (Southampton) wins a free kick in the attacking half.Foul by Max Ehmer (Gillingham).Substitution, Southampton. Tyler Dibling replaces Jayden Meghoma because of an injury.Delay over. They are ready to continue.Substitution, Gillingham. Joseph Gbode replaces Jayden Clarke.Delay in match because of an injury Jayden Meghoma (Southampton).James Bree (Southampton) wins a free kick in the defensive half.Foul by Jonny Williams (Gillingham).Foul by Carlos Alcaraz (Southampton).