The game was filled with controversy from beginning to end with Southampton manager Gordon Strachan forever complaining at the touchline.
The fiery Scotsman was on his feet when Thierry Henry scored on 31 minutes after the Gunners striker sped away from the Southampton defence on the left flank and cut into the left side of the Southampton area to shoot with Antti Niemi only helping the ball into the net.
Strachan was furious, claming that the Gunners striker was at least a yard offside and he remonstrated with the linesman who was no more than a yard away from play.
Controversy again reared its head in the final minute when Henry grabbed his second and his 101st in the Premiership.
Ray Parlour was seen to have placed his forearm in the face of Danny Higginbotham, flooring the Southampton player before passing the ball down the line for Robert Pires to speed on to and then cross the ball into the box.
The initial effort by Gilberto Silva ended up in an air shot and fortuitously the ball fell to Henry, who checked inside before rifling the ball into the top right corner of the net with what was virtually the last kick of the game.
There were high expectations before kick-off as Spanish star Jose Antonio Reyes began his first Premiership game, but the pace of the game seemed to pass him by.
Credit must be given to Southampton who pressed and worked hard to limit Arsenal's opportunities and disturb the home sides attempts at a fluid passing game.
Arsenal: Lehmann, Lauren, Campbell, Toure, Cole, Parlour, Vieira, Silva, Pires, Henry, Reyes (Clichy 74). Subs Not Used: Edu, Cygan, Stack, Bentley.
Booked: Vieira, Parlour.
Southampton: Niemi, Kenton, Michael Svensson, Higginbotham, Crainey, Telfer, Anders Svensson (Baird 27), Delap, Le Saux (Pahars 82), Ormerod, Phillips, Baird (Beattie 81). Subs Not Used: Smith, Hall.
Booked: Baird, Niemi, Michael Svensson.
Referee: N Barry (N Lincolnshire)