The Dutch head coach inherited a squad shorn of many of its leading stars and has reinvented Southampton to challenge for a European place.
Such is their progress this season, Koeman thinks it is inevitable more players will leave, but he insists he is ready to deal with any departures.
"We will do everything to keep all the players in the club," he said. "It won't be like last season, well I hope not.
"We will lose some, that's normal, we just have to be prepared."
One player Koeman appears likely to lose is on-loan defender Toby Alderweireld after Atletico Madrid sporting director Jose Luis Caminero said he would return to the Spanish capital next season.
A new goalkeeper could be top of Koeman's list, meanwhile, with Fraser Forster facing a lengthy layoff after sustaining a serious knee injury.
"It depends on what will be the final decision [on Forster's return]," Koeman added.
"If Fraser is out for a longer period of time than expected then maybe yes [we will buy a new goalkeeper]."
