The visitors offered little to nothing in attack and merely toiled in their own half for most of the match, trying to repel wave after wave of Southampton attacks.
The loss ended Arsenal's pursuit of a 15th FA Cup crown, as the Saints advance to face Wolverhampton Wanderers next. On that note, here are the Arsenal player ratings:
Bernd Leno - 6/10
Bernd Leno was seriously unlucky with the own goal but had little else to do all game.
Hector Bellerin - 6/10
Hector Bellerin struggled to cope with Southampton's pressing in the first half but improved after the break, driving forward to help out in Arsenal's attack.
Rob Holding - 5/10
It was a disappointing game for the otherwise reliable centre-back; Rob Holding couldn't keep the likes of Ings and Adams quiet.
Gabriel - 5/10
Gabriel was all over the place at the back, lacking coherence and composure throughout the game.
Cedric Soares - 5/10
Back at his old stomping ground , the Portuguese full-back Cedric Soares overhit his crosses, while leaving plenty of gaps at the back for Walker-Peters and Armstrong to run into.
Mohamed Elneny - 4/10
It was an absolute horror show from Mohamed Elneny. The Egyptian was guilty of conceding possession cheaply, one of which resulted in the only goal of the game.
Granit Xhaka - 6/10
Southampton's pressing kept Granit Xhaka from dictating the play like he usually does; the Swiss spent most of the time in the Arsenal half trying to defend.
Nicolas Pepe - 6/10
While the first half was hopelessly poor for Nicolas Pepe, he managed to improve considerably after the break, creating a bevy of chances for Arsenal in the closing stage of the game.
Willian - 5/10
Arsenal must be really left wondering if there's any point having Willian in the squad. The Brazilian was atrocious by all accounts, offering nothing creatively while also squandering possession cheaply.
Gabriel Martinelli - 6/10
Gabriel Martinelli was arguably the best forward for Arsenal, as his off-the-ball movements discomfited Southampton on the night.
Edward Nketiah - 5/10
After an anonymous first-half, Edward Nketiah improved after the break, making some darting runs through the middle and getting into good positions.
Ratings of Arsenal Substitutes
Thomas Partey - 7/10
Thomas Partey was like a breath of fresh air in the Arsenal midfield after replacing the ineffective Elneny.
Bukayo Saka - 6/10
Bukayo Saka brought much more guile and urgency to the Arsenal attack than what Willian and Pepe managed to conjure despite playing the entire game.
Alexandre Lacazette - 5/10
Alexandre Lacazette provided a focal point to Arsenal's attack but the Frenchman couldn't find a match-salvaging goal.