First-half goals from Jordy Clasie and Ryan Bertrand were enough to knock a much-changed Arsenal side out of the EFL Cup.
Clasie gave Emi Martinez no chance from 20 yards inside the opening quarter of an hour, and near the end of a fairly uneventful first half, Bertrand forced home the second from the edge of the box.
Arsenal improved after the interval, repeatedly getting at the Southampton defence, but Fraser Forster proved a difficult hurdle to overcome.
So Arsenal's cup run, as well as the unbeaten run which had stretched back to the opening day of the season, is over.