The Gunners are in sixth place in the Premier League table and 13 points adrift of fourth-placed Tottenham with seven games remaining in the 2017-18 campaign.
Arsenal are facing a tough battle to secure a place in the top four following a disastrous run of results in the Premier League over the past few months.
Arsene Wenger’s side were 4-1 winners against CSKA Moscow in the first leg of their Europa League quarter-final on Thursday night ahead of next week’s trip to Russia.
The north London side missed out on a top-four finish for the first time under Arsene Wenger last season.
Southampton appointed Mark Hughes as their new manager last month but the Welshman oversaw the Saints’ 3-0 loss to West Ham United in his opening Premier League game in charge at The Emirates.
Former Arsenal star Merson is backing the Gunners to ease to a comfortable win against Southampton in north London this weekend.
“That Arsenal performance against Stoke in the first half was the worst I’d seen for many a year, many, many a year,” Merson told Sky Sports.
“But if they can go and beat CSKA Moscow 3-0 I think they will win this game against Southampton easily. If it’s 1-0 or if it’s tight, he has to rest players for the return leg. It’s so important that they win the Europa League to get into the Champions League again.
“Southampton are struggling. They got ripped to shreds by West Ham – that isn’t good enough.”
The Gunners lost 3-0 to Manchester City in the League Cup final at Wembley back in February.
Arsenal could end the season without silverware unless the Gunners win the Europa League trophy.
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