Danny Welbeck celebrates his goal with Kieran Gibbs
The England international has made his return this month after knee injury and he looked fit and strong with two clinical finishes in the first half.
Theo Walcott put an end to the match with a hat-trick.
But Wenger was delighted to have Welbeck back.
Arsenal player ratings against Southampton
Sat, January 28, 2017
Click through the gallery for the Arsenal player ratings against Southampton
1 of 11
GK: David Ospina – 6: A couple of casual moments but generally solid
He told BT Sport: "I think it was good to watch because we had a good game and were very dangerous. We were in control, very explosive.
"Danny Welbeck was very sharp because he has been working very hard. He comes back from a long way out and has gone through some very difficult moments mentally.
"But his resilience was absolutely marvellous and he was rewarded tonight, so we are happy."