Sadio Mane put Ronald Koeman’s men in front with a brilliant finish from a tight angle after a mix-up in the Arsenal defence, before Dusan Tadic profited from more miscommunication to poke the hosts 2-0 up after half-time.
Graziano Pelle hit the upright twice in the match, while Tadic had plenty more chances as the hosts spurned several opportunities to kill the visitors off at St Mary’s.
But it wouldn’t matter, as Wenger’s men couldn’t find a way back into the match, and the hosts took the victory to keep their place in the Champions League spots after a fine win.
The hosts were without the suspended Morgan Schneiderlin after the Frenchman’s red against Chelsea, so James Ward-Prowse came in, while Koeman also shuffled the defence around.
Arsenal, meanwhile, deployed Calum Chambers in a defensive midfield role as the visitors made three changes, with Kieran Gibbs and Tomas Rosicky also given starts.
The game opened up early on and Southampton nearly put themselves in front but Pelle could only head Tadic’s looped cross wide off the post, with Wojciech Szczesny stranded.
Alexis Sanchez then tested Fraser Forster at the other end with a low drive, before the Saints goalkeeper was called into action once more, this time denying Santi Cazorla after good work by Debuchy on the right-hand side.
But it was the hosts who opened the scoring 10 minutes before the break, as Mane chased a long ball over the top and got in behind Laurent Koscielny. Szczesny raced out to close him down, but the Senegal forward nudged it away from the goalkeeper before turning and curling a left-footed shot into the net from a tight angle, with Per Mertesacker unable to keep it from going over the line.
It was nearly 2-0 before the break as Mane again found space on the right and played the ball back to the edge of the box for Ward-Prowse, whose low first-time effort was superbly diverted away with his feet by Szczesny.
Arsenal put the pressure on the hosts from the off in the second half and would have levelled but for a superb save from Forster to deny Sanchez.
The Saints made them pay for the miss as they doubled their leads moment later, benefiting from more calamitous defending from the Gunners. Steven Davis brought the ball down and fired it across the box, and Mathieu Debuchy and Szczesny couldn’t clear properly, before Tadic popped up to poke the ball home from close range.
Tadic then curled an effort past the post before Pelle hit the upright for the second time, firing Bertrand’s low cross on to the frame of the goal as Ward-Prowse blasted the rebound over.
Southampton nearly profited from yet another defensive error as Koscielny sold Szczesny short with a pass back, and Pelle stole the ball before Tadic saw his attempt cleared off the line by Debuchy.
Arsenal may have felt they should have been up against 10 men for the later stages as Florin Gardos fouled Sanchez with the Chilean clean through, but he was only booked. Sanchez whipped the resulting free kick over the bar.
The Saints held the visitors at arm’s length as the clock ticked down, and they saw out a superb 2-0 victory to beat Arsenal in the Premier League for the first time in 11 attempts.
Soccer Saturday verdict – Tony Cottee
“It’s easy to be critical of Arsenal, but I want to give Southampton praise. I saw them against Chelsea and they were defensively fantastic and it was exactly the same today. They defended as they had to and they defended properly. I could have been talking about a 4-0 or 5-0 to Southampton and you couldn’t say they wouldn’t have deserved it. They were absolutely outstanding. It’s easy to say how poor Arsenal were, but Southampton were very good.”
Southampton: Forster (7), Gardos (8), Alderweireld (8), Fonte (7), Bertrand (7), Ward-Prowse (7), Wanyama (9), Tadic (8), Mane (7), S Davis (7), Pelle (6).
Used subs: Yoshida (6), Long (6), Reed (6).
Arsenal: Szczesny (4), Debuchy (6), Mertesacker (5), Koscielny (4), Gibbs (5), Chambers (5), Coquelin (5), Oxlade-Chamberlain (7), Cazorla (7), Rosicky (6), Sanchez (6).
Used subs: Walcott (5), Akpom (6).
Man of the match: Victor Wanyama.