The Saints deservedly took the lead when a drilled cross from Kyle Walker-Peters deflected off Gabriel and into the Arsenal net.
The Saints pressed effectively without the ball in a dominant first half showing, and were unlucky not to double their lead early in the second half when Danny Ings hit the post.
With the introduction of Bukayo Saka and Thomas Partey, Arsenal showed more attacking intent but Southampton held strong.
The win sets up a fifth-round fixture for Southampton away at Wolves, who defeated Chorley last night.
Fraser Forster – 7. The Southampton goalkeeper had a quiet afternoon for the most part, but he made a smart save to deny Nketiah.
Kyle Walker-Peters – 8. The right-back dealt with Gabriel Martinelli fairly well and was the cause of the own goal with the drilled cross.
Jan Bednarek – 7. The commanding center-back made a number of smart tackles as he dominated Nketiah for the most part.
Jack Stephens – 7. It was a quiet outing for Stephens, which is never a bad thing for a defender.
Ryan Bertrand – 7. The left-back defended well and showed why Arsenal have registered so much interest in the English defender.
Stuart Armstrong – 6. The Scot pressed well, but he was sloppy in possession at times.
James Ward-Prowse – 7. The Englishman was always a threat with his set pieces and hit the crossbar, although it may not have been intentional.
Ibrahima Diallo – 8. He dominated the midfield, showing off his impressive pace to get back and deny Pepe in the second half. A commanding performance from the Frenchman.
Theo Walcott – 6. The former-Gunner misplaced his effort on goal in the second half, and was generally kept quiet.
Danny Ings – 7. The in-form striker terrorised the Arsenal backline and was unlucky to hit the post.
Che Adams – 7. Always a threat, Adams was denied by Leno and worked hard for the Southampton attack, even if his influence waned in the second half.
Dan N’Lundulu - 6.
Bernd Leno – 7. The German made a solid stop to deny Adams from close range, and he could do little about the opening goal.
Hector Bellerin – 5. The Spaniard was overwhelmed in the first half, but showed attacking intent in the second period.
Rob Holding – 6. The central defender missed a decent chance in the second half, and struggled at times to deal with Adams.
Gabriel – 4. The Brazilian looked a shadow of himself from earlier in the campaign, even misplacing simple passes.
Cedric – 5. The fullback got forward against his former team well, but his final ball was left wanting as he overhit those in the middle.
Mohamed Elneny – 5. The Egyptian defended well, but he was completely anonymous in possession before being withdrawn for Saka.
Granit Xhaka – 4. The inconsistent Swiss international is either great or not – and it was the latter today. He looked lost before Partey came onto the field.
Nicolas Pepe – 5. The Ivorian showed some nice flashes of his dribbling ability, but there was no substantial end product. Story of his Arsenal career so far.
Willian – 4. The Brazilian forward has never looked comfortable in an Arsenal shirt, and he struggled again today. What is he doing in training to warrant selection?
Gabriel Martinelli – 6. The young forward made a number of clever runs into the Southampton half, but they weren’t picked out by his teammates.
Eddie Nketiah – 6. The striker pressed well at times, but he spent the majority of the game chasing lost causes.
Bukayo Saka – 6.
Thomas Partey – 6.
Alexandre Lacazette – 6.