The Gunners have lifted the trophy a record 14 times but were deservedly beaten on the south coast as a Gabriel Magalhaes own goal saw Saints advance with a 1-0 victory.

"I'm very disappointed because we wanted to continue in the competition, we had a dream to do it again like last year and the dream today is over," he said.

"I am as well disappointed with the way we conceded the goal in an area where we know we shouldn't be doing that.

"At the same time I cannot fault the effort of the players, how they tried and how they went to get a goal in the second half."

Club-record signing Nicolas Pepe and summer arrival Willian came into the team having failed to impress so far this season.

Neither could take the game by the scruff of the neck but Arteta defended the pair.

"What I am saying is they try to give their best," said Arteta.

"You could see how hard they are trying, with more or less quality, but the intention is there and the willingness is there."

Arsenal return to St Mary's in the Premier League on Tuesday night and Arteta revealed he is unsure whether Pierre-Emerick Aubameyang will be available, having left the team hotel hours before kick-off to deal with a personal issue.

"I don't know," he replied when asked about Aubameyang's potential involvement.

"He needs to address that issue, we'll see how it evolves. We're here and we have to support him and he needs to take the time that is needed because that is a priority at the moment."

For Southampton, this was a first FA Cup win over Arsenal and sets up a fifth-round trip to face Premier League rivals Wolves.

They should have won the game by more but manager Ralph Hasenhuttl was pleased to see his side advance.

"For the fans at home, it is always good for them to see that we take it seriously and we wanted to go through to the next round, we are there and we will try everything," said the Austrian.

Australian Associated Press