Charlie Austin struck late in a 3-2 win for Southampton as new boss Ralph Hasenhuttl made an instant impact at St Mary's to end Arsenal's 22-game unbeaten run.
Danny Ings had twice put the Saints ahead (20, 44) on his return from injury but they were pegged back by two Henrik Mkhitaryan efforts (28, 53).
With the game locked at 2-2, both teams had chances to win it but substitute Austin headed home for his fifth goal against the Gunners (85) after Arsenal goalkeeper Bernd Leno misjudged a high cross.
A first home league win of the season lifts Southampton out of the bottom three and Hasenhuttl, who replaced Mark Hughes earlier this month, celebrated on the pitch with his players at full-time.
Southampton: McCarthy (7), Yoshida (6), Valery (6), Vestergaard (7), Bednarek (7), Targett (7), Romeu (6), Hojbjerg (8), Armstrong (6), Redmond (7), Ings (9).
Subs: Long (8), Austin (8),
Arsenal: Leno (5), Bellerin (6), Koscielny (5), Lichtsteiner (5), Monreal (6), Xhaka (5), Iwobi (6), Guendouzi (6), Torreira (7), Mkhitaryan (7), Aubameyang (7).
Subs: Lacazette (7), Ozil (6), Maitland-Niles (6)
Man of the match: Danny Ings
Arsenal have yet to be in front at half-time this season and once again their sharpness early on could be questioned. Ings made them pay on 20 minutes when he headed home from 10 yards after a pinpoint cross from the left by Matt Targett.
The Gunners looked in danger of falling further behind but replied eight minutes later. Nacho Monreal provided the width down the left and his cross was guided home by Mkhitaryan.
The game continued to ebb and flow in front of a buoyant crowd, who were witnessing their team play a tempo not seen yet this season. They were off their seats just before the break when Ings doubled his tally.
Laurent Koscielny made his first Premier League start for seven months after his injury nightmare as Mesut Ozil and Alexandre Lacazette were on the bench. Danny Ings returning from a hamstring injury in one of two changes for Southampton.
Again, Arsenal failed to deal with a ball into the box - this time from Nathan Redmond - and Ings was on hand to divert a sumptuous looping header into the top corner.
Unai Emery sent on Alexandre Lacazette in place of the injured Hector Bellerin at half-time and switched to a back four. The changes sparked an almost instant response.
Oriol Romeu dallied in possession, which allowed Mkhitaryan to strike from the edge of the box, via a deflection off Jannik Vestergaard and into the net.
Shane Long provided Saints with an extra edge when coming off the bench and he had a goal disallowed with 15 minutes remaining after Maya Yoshida's header was saved brilliantly by Leno.
But the goalkeeper couldn't keep out Austin minutes later. Long burst away down the right-hand side and his cross deceived Leno, and allowed the striker to head into the empty net.
Man of the match: Danny Ings
After a prolonged period on the sidelines with two different cruciate knee injuries, you'd have to have a heart of stone not to feel warm watching Ings bounce back into form. In a game where Southampton created only a few chances, Ings was at his best to finish past Leno with two superb headed finishes. If he stays in this type of form, Southampton will be fine this season.
- Southampton picked up their first win in all competitions since beating Crystal Palace in September, ending a streak of 14 games without a victory.
- Arsenal have lost their first competitive match since August versus Chelsea, ending a run of 22 games without defeat.
- Southampton are the first team to score three headed goals in a Premier League game since West Brom did so versus Swansea in December 2016. Saints last achieved this themselves in October 2001 (vs Ipswich).
- Arsenal haven't led at half-time in any of their 17 Premier League games so far this season. The Gunners have scored a league-high 27 second-half goals in 2018/19.
- Austin has scored in all five of his Premier League games against Arsenal - only Raheem Sterling versus Bournemouth (6 games) has a better 100 per cent record of scoring against a specific opponent in Premier League history.
Southampton have a trip to Huddersfield next Saturday while Arsenal take on Tottenham in the quarter-final of the Carabao Cup on Wednesday, live on Sky Sports.