The north London side slumped to a defeat on the south coast in what was their first loss in the Premier League since August.
Danny Ings gave the home side the lead in the 20th minute, but Henrikh Mkhitaryan equalised for the Gunners shortly after.
Southampton were ahead again though Ings in the 44th minute – but Mkhitaryan made it 2-2 as he drew Arsenal level once again in the 53rd minute.
However, Southampton took the lead for the third and final time in the 85th minute when Charlie Austin headed home from close range.
The result left Arsenal fifth in the table heading into the hectic festive period in the Premier League.
Celebrity Arsenal fan Morgan was clearly not delighted by the Gunners’ defending on the south coast.
Writing on Twitter after Austin scored his winner, Morgan said: “Diabolical defending – again. We desperately need two top class centre backs. #sfcvafc.”
Arsenal started the game with Laurent Koscielny and Stephan Lichtsteiner in the heart of their defence – and it remains to be seen whether the Gunners will indeed try and sign a new central defender next month.
Arsenal will now turn their attentions towards their League Cup quarter-final clash with Tottenham at The Emirates on Wednesday night.
Speaking during Sky Sports‘ commentary of the game, Arsenal legend Alan Smith said: “Arsenal have the north London derby in the cup to look forward to.
“They’re going to have to regroup for that. But it has been a sterling effort from Southampton today.”
Arsenal finished sixth in the Premier League last season.
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