Arsenal's Danny Welbeck scores their first goal
Both sides made 10 changes for tonight's match but it was the away team which settled quickest.
And Welbeck got his first when Lucas Perez flicked a pass behind the defence, the England international took a touch and dinked the ball over goalkeeper Harry Lewis.
Welbeck got his second goal seven minutes later when he latched onto a long ball from Alex Oxlade-Chamberlain and slotted the ball home with ease.
Shane Long had Southampton's first effort on target but it was well saved by David Ospina.
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Theo Walcott then effectively sealed the match after just 35 minutes when Welbeck combined with Perez again before the England winger poked the ball home.
Southampton began the second half on the front foot but Arsenal remained a threat on the counter.
The gulf in class was illustrated with 30 minutes to play when Alexis Sanchez was brought on.
And in the 69th minute the Chilean picked out Walcott who got his second with a finish into the bottom corner.
Then with six minutes left Walcott reached 99 goals for the club when he finished easily after running onto a pinpoint Sanchez pass.