Southampton defeated Arsenal 1-0 to send the Gunners out of the competition they won last season.
The Saints fielded a strong team while the Arsenal team had Willian, Pepe and Granit Xhaka in their line up.
Southampton started the contest with attacking you intent asking all the questions as Arsenal were kept at bay.
Arsenal defender Gabriel diverted into his own net to give Southampton the lead in the 24th minute.
It was the first goal Arsenal have concede in five matches.
The Gunners tried to find their way into the game but they were let down by the ineffective performances of Willian and Pepe.
Arteta expressed his disappointment after Arsenal lost out of the only trophy they have won consistently in recent years.
Southampton will now play Wolves in the fifth round of the competition.