We came from behind to claim all three points on the road and make it six games without defeat in the Premier League.
The forward line was in excellent form all evening with Nicolas Pepe, Bukayo Saka and Alexandre Lacazette all on target as we gained swift revenge for the weekend's FA Cup defeat here at St Mary's.
It was action-packed from the opening whistle.
The Saints needed just three minutes to open the scoring, but we should have been ahead even before that. Granit Xhaka released Lacazette into the box, but the Frenchman's low shot was saved by the legs of Alex McCarthy as he bore down on goal.
The miss was compounded when the hosts went ahead through a thumping Stuart Armstrong volley from James Ward-Prowse's out-swinging corner.
We maintained our intensity though and got on terms through Pepe, who kept his cool inside the box to slide the ball into the corner after being set up by Xhaka.
Chances kept coming and it was certainly a more entertaining match than the FA Cup game here just three days ago, with Pepe and Saka seeing plenty of the ball on the wings.
The game eventually settled down, though it remained entertaining with both sides pushing men forward.
We went into the break in the lead thanks to a wonderful goal from Saka. Lacazette fed the youngster with a perfectly weighted pass, and the England man did the rest – skipping past McCarthy and then calmly rolled the ball home right footed from outside the box. It was his fourth goal in his last six league starts - he is certainly enjoying life on the right wing.
It was a much more measured start to the second half. The game was on a knife edge as the hosts began to peg us back.
But our third goal killed their impetus. The impressive Cedric found Saka on the opposite flank, and his low cross was converted from close range by Lacazette.
Bernd Leno made a superb save from a Ward-Prowse free-kick late on and Rob Holding tackled Che Adams in the area as Southampton made us work until the last minute for the three points that lift us to eighth.
HOW IT HAPPENED
Rob Holding made his 100th Arsenal appearance, here's a few facts surrounding his ton…
* Of the 100 appearances, 57 were in the Premier League, 18 in the Europa League, 12 in the League Cup, 11 in the FA Cup and two in the Community Shield. Thirteen were as a sub.
* He has played 22 times this season, the most he managed in a single campaign was 26 in 2017/18
* His win percentage is 65%. There have been 14 draws and 21 defeats.
* He is one of nine players in the current squad with at least 100 appearances.
* His debut came on August 14, 2016 - a 4-3 home defeat to Liverpool.
* He has made six appearances at Wembley, winning them all.
* Rob has made 12 appearances against Chelsea, Manchester City and Manchester United combined, and remains unbeaten against them.
* Rob won 14 matches in a row between December 2016 and August 2017. He also went 20 games unbeaten between May 2018 and October 2019.
* Rob has only ever played one Premier League game in the months of February and March.
As he was for the cup game at the weekend, Pierre-Emerick Aubameyang was unavailable for personal reasons, but there were five changes to the side that lost 1-0 here on Saturday.
David Luiz, Thomas Partey, Bukayo Saka, Emile Smith Rowe and Alexandre all returned to the starting XI. Cedric kept his place at left back against his former team, while Nicolas Pepe retained his spot on the wing. Hector Bellerin captained the side again.
WHAT IT MEANS
We're back at home this weekend, when we take on Manchester United on Saturday afternoon, looking to complete a league double over Ole Gunnar Solskjaer's men.
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