The England striker was in good form from the start against the north London side as he played a part in all three goals.
Shane Long put Southampton ahead in the 17th minute at Emirates Stadium.
Pierre Emerick-Aubameyang then levelled the score when he netted a close-range finish from Welbeck’s flick on in the 28th minute.
Welbeck’s deflected shot then made it 2-1 to the host before half-time.
However, substitute Charlie Austin pulled the Saints level with a tap-in in the 73rd minute.
But Welbeck ended up having the final say when he headed in from close range to hand Arsenal all three points.
Speaking to Sky Sports after the game, Welbeck said: “It’s a competitive game, Saints are in a difficult position, same as us. We all want the points and at the end it got a bit out of hand. It just shows the level of competition in the Premier League.
“I’m happy with the assist and glad to get the goals. I know when I get the opportunities in front of goal I will put them away – apart from the one I put over!
“I thought I would get another opportunity to get a winner and I kept focused on that. The World Cup will take care of itself – I don’t pick the team.”
Arsenal will now switch their focus back to Europa League affairs and their crunch clash against CSKA Moscow in the quarter-finals of the competition.
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