Saints ended a run of ten matches without a win against the Gunners stretching back to November 2002 when Delgado scored the winner in a 3-2 win at St Mary's.
Saints march on into the last 16 of the Capital One Cup with a gutsy performance at the Emirates that saw them again come from behind to win a game roared on by great support from the 5,000 who travelled up to North London.
Of course as suspected Arsenal put out a side with multiple changes, but they still had a little bit in reserve and many Premier league sides would be happy with the likes of Jack Wilshere and Callum Chambers in their starting line up.
Ronald Koeman had a couple of changes of his own, resting Plastic Bertrand and bringing in Matt Targett at left back as well as a debut for Sadio Mane and restoring Wanyama to the starting line up.
But after a decent start for Saints it was the Gunners who struck first with Sanchez scoring from a free kick after 14 minutes, but Saints responded well and 6 minutes later the debutant Mane who caused the home side problems all night with his pace, was tripped by Rosicky.
The question was who was Saints penalty taker now, the answer was Tadic who opened his account for the club with aplomb.
But it was to get better when shortly before the break Nathaniel Clyne stormed forward to pick up a loose ball and thundered in a piledriver that was past the keeper virtually before he saw it.
In the second half Saints had to dig deep, but in the main they protected Fraser Forster in goal well although the keeper had to make the odd save or two when called upon.
Again Koeman made the right substitutions at the right time to close out the game, bringing on Shane Long to bring in a little more steel as Mane understandably tired and then with five minutes to go bringing on Bertrand to ensure that Matt Targett's great night wasn't marred or Saints for that matter.
Saints are starting to find their game under Koeman with a distinct style that is less about pressing, but being controlled in defence and then breaking quickly and at speed, with Mane now we have another option and Saints are now playing better than they did last season.
It was one of those nights we havent had enough of in recent years, you just sensed that this was a game that Saints wanted to win a lot more than Arsenal, as mentioned this was our first win over the Gunners in nearly 12 years and our first win away to them in 27 and it was great that not only were there so many Saints fans there to witness it, but they made so much noise.
There is a real buzz in the Saints team now. a real sense that we might just achieve something this season, we are no longer reliant on plan A working and if it doesn't then we are stuffed, we have plans B,C,D & E and I wouldn't put it past Ronald Koeman to have a few more up his sleeve.
Now we await the draw for the next round and if we can get a home tie then we fear no one, although the truth is the way we are playing at the moment that is the case anyway.