Arsène Wenger's side won 2-0 at Liverpool last time out, after drawing their first two league games.
Cazorla is 11/2 to score the opener.
Arsenal have only ever lost two home league games against Southampton.
The home side are also the only team not to have conceded in the top flight, and are 49/10 to win 2-0.
Southampton put up spirited shows in defeats against the two Manchester clubs, scoring against both, so 2-1 is worth a second look at 38/5.
If you are new to GunnersGaming we will give you a £25 free bet* to get you started! With hundreds of different markets to choose from and unique Arsenal prizes to win, GunnersGaming is the Official Betting Partner of Arsenal.
*Odds correct at time of writing. Terms and conditions apply.14 Sep 2012