Ahead of Wednesday’s game, saintsfc.co.uk takes a look back at five memorable post-war matches against the Gunners in north London.
Saints recorded their first victory at Arsenal in 27 years with a Capital One Cup success at the Emirates earlier this season.
And that classic game features in our pick of five matches below:
15th April 1968 Division 1 Arsenal 0-3 Southampton - (Judd, Kirkup, Paine)
The 1967/68 Southampton FC squad
Two goals in the opening 45 minutes set Saints on their way to all three points in the last month of a season that they successfully battled against relegation.
This 3-0 success followed on from a 2-0 victory over the Gunners at The Dell five days earlier where Ron Davies had struck twice.
It was debutant Mick Judd who opened the scoring with a close range header from a free-kick on 33 minute, and the lead was doubled just before the break when Joe Kirkup lobbed the ball into the net from outside of the area.
Saints sealed what would be their last win of that season ten minutes from time when Terry Paine converted form the penalty spot to end the match with a flourish.
Southampton team: Eric Martin, Joe Kirkup, Denis Hollywood, Hugh Fisher, John McGrath, Dave Walker, Terry Paine, Mick Channon, Mick Judd, Jimmy Melia, John Sydenham
31st December 1983 Division 1 Arsenal 2-2 Southampton - (Moran 2)
The 1983/84 Southampton FC squad
Saints staged a terrific second-half comeback to answer goals from Cork and Nicholas either side of the interval.
Steve Moran cut the deficit in half on 62 minutes when he squeezed a low shot in past Jennings, and Moran struck again on 75 with a tremendous angled strike to seal a point.
Moran grabbed the headline for his goals, but Steve Williams ran the show for the visitors to earn a vital point.
Southampton team: Peter Shilton, Mick Mills (Dave Puckett), Mark Dennis, Steve Williams, Mark Wright, Reuben Agboola, Nick Holmes, Steve Moran, Frank Worthington, David Armstrong, Danny Wallace
21st November 1987 Division 1 Arsenal 0-1 Southampton - (D. Wallace)
Alan Shearer holds off Nigel Winterburn at Highbury
Danny Wallace settled this contest at Highbury on 78 minutes when he latched onto a pass from Derek Statham, ran past three defenders before slotting the ball past John Lukic from close range.
Arsenal’s record of ten league wins in a row was followed by this defeat, but they couldn’t argue as Saints may not have had much of the play, but had vastly more of the real opportunities in the game.
That was Saints’ last win against the Gunners on their home turf until earlier this year.
Southampton team: John Burridge, Gerry Forrest, Derek Statham, Jimmy Case, Kevin Moore, Kevin Bond, Andy Townsend (Rod Wallace), Glenn Cockerill, Colin Clarke, Graham Baker, Danny Wallace
17th September 1988 Division 1 Arsenal 2-2 Southampton - (Le Tissier, R. Wallace)
The 1988/89 Southampton FC squad
Saints were on course to repeat their success from the previous season at Highbury when Matt Le Tissier gave the visitors an early lead by converting Colin Clarke’s low cross from close range.
It got even better for Saints on 24 minutes when Rod Wallace calmly rounded John Lukic to put the ball into the empty net for a two goal lead which Saints held until half-time.
Brian Marwood’s reply for the hosts on 82 minutes started the comeback however, which was completed when Alan Smith converted a penalty for handball against Kevin Moore in the last minute to make it 2-2.
Southampton team: John Burridge, Gerry Forrest, Derek Statham, Jimmy Case, Kevin Moore, Russell Osman, Rod Wallace, Glenn Cockerill, Colin Clarke, Paul Rideout, Matt Le Tissier (Danny Wallace)
23rd September 2014 League Cup Arsenal 1-2 Southampton – (Tadic, Clyne)
The coaching staff celebrate at full-time
Saints continued their fantastic start to the season by coming from behind to beat Arsenal in a gripping Capital One Cup third-round tie.
Alexis Sanchez's superb free-kick opened the scoring for an Arsenal side featuring 10 changes from their previous league game.
But Southampton hit back soon after as Dušan Tadić scored a penalty given for a foul on debutant Sadio Mané.
A stunning strike from Nathaniel Clyne gave the Saints a deserved lead, which they protected in a lively second half.
Southampton's win ended a run of ten matches without a victory against Arsenal in all competitions. The Gunners had won six and drawn four against the Saints since losing 3-2 at St Mary's in the Premier League in November 2002.
Southampton team: Fraser Forster, Nathaniel Clyne, Jose Fonte, Florin Gardos, Matt Targett (Ryan Bertrand 85), Steven Davis, Victor Wanyama, Morgan Schneiderlin, Sadio Mané (Shane Long 72), Graziano Pellè, Dušan Tadić