Danny Welbeck scored two and made one as we edged an end-to-end encounter to record our sixth straight win.
We started brightly with Reiss Nelson to the fore on his first Premier League start, but Southampton denied us a clear chance in the opening stages and then struck themselves.
Cedric crossed from the right, Shkodran Mustafi hesitated and Shane Long nipped in front of him to divert the ball past Petr Cech.
We lacked rhythm and penetration after that setback but it all came together just before the half-hour mark.
Alex Iwobi found Welbeck and his deft flick was converted by Aubameyang, who beat goalkeeper Alex McCarthy to the ball by a split-second to prod it into the net.
Aubameyang has now been involved in seven goals in his first seven Premier League games, scoring six and assisting once. That’s an Arsenal record.
Welbeck deserves credit for his part in that goal, and the England man started and finished the move that gave us the lead.
Winning possession inside his own half, Welbeck raced forward to get on the end of an exquisite through-ball from Iwobi.
There was still plenty to do but Welbeck did it, cutting inside and holding off two challenges to fire a deflected shot beyond McCarthy.
Aubameyang, Granit Xhaka and Alex Iwobi were all denied by McCarthy as we started the second half strongly, but Southampton crept back into the game.
Mohamed Elneny cleared Wesley Hoedt’s header off the line and Cech denied Long, but Charlie Austin came off the bench to grab an equaliser with his first touch.
Welbeck missed from a couple of yards but made amends with a far-post header from Iwobi’s cross - a considerably tougher chance.
The game ended in controversy with red cards shown to Jack Stephens - after an altercation with Jack Wilshere - and Elneny.
But the points were ours.
HOW IT HAPPENED
WHAT IT MEANS
We stay in sixth place in the Premier League but keep the pressure up on fifth-placed Chelsea.
Burnley are five points behind us in seventh after beating Watford 2-1 on Saturday.
We’re heading to Moscow for the second leg of our Europa League quarter-final against CSKA on Thursday - with a 4-1 lead to defend.
Our next Premier League game is next Sunday against Newcastle United at St. James’ Park.
Reiss Nelson made his first start in the Premier League on Sunday. These were his best moments:
1 - Nelson lines up on the right of our front three and finds a teammate with a confident first touch inside 10 seconds
2 - Feints to pass the ball inside and jinks outside Tadic, who brings him down to concede a free-kick
9 - Sprints back to tackle Bertrand
35 - We win a free-kick and Nelson wants to take it… but Xhaka has other ideas
42 - Nelson links up well with Bellerin as the two exchange a series of slick one-twos on the right
43 - Nelson threads a good ball through to Iwobi as we counter-attack at pace, but the move breaks down when Aubameyang’s cross is cleared
47 - A clever flick from Nelson allows Elneny to set up Xhaka for a powerful shot that McCarthy does well to save
64 - Nelson is replaced by Jack Wilshere
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