The Gunners fought for all three points at St. Mary’s, after dropping a third-minute goal from Stuart Armstrong’s strike.
Nicolas Pepe quickly brought Arsenal up to level before Bukayo Saka gave them the lead, with Alexandre Lacazette sealing the victory in the second half.
The victory stretches Arsenal’s unbeaten run to six games, but Ferdinand has been particularly impressed with their intense pace of work.
“Great night for Arsenal. I think the way they played, the foundations of this performance, was down to the hard work, the press at the top of the pitch, ”said the BT Sport specialist.
“I think the instigator of this was [Emile] Smith Rowe. He was brought in, a young academy graduate, and it was the foundation that put everything in place.
“Arsenal, we’ve always talked about how they played good football, entertained us, scored fabulous goals over the last few years, but that element we’re talking about – the press from the front, to be able to really smother the teams is where they probably let themselves down sometimes.
“Today, they got it right.
You won’t miss a single thing of their trip if you sign up for the brilliant new Mirror Football newsletter!
From the latest transfer news to calendar setting stories, get it all delivered to your inbox.
New signings Gabriel Magalhaes and Thomas Partey have taken over after their summer arrivals, and the new-look Gunners are looking for a top-four spot and Europa League glory this quarter.
Mesut Ozil’s situation continues to remain in the background and there is a lot going on in North London to watch.
Do you want to register and follow the course of Arteta? Put your email at the top of this article or follow the instructions on this link.
Armstrong had given the hosts an early lead when he flew home from a corner after falling into the box without scoring.
Pepe was the culprit who allowed the winger to run freely, but he quickly caught up to him with a goal of his own.
Southampton failed to clear their lines properly when Saka intercepted, before Granit Xhaka slipped a pass to Pepe to score.
After drawing, Arsenal grew in the game and stepped forward at half-time.
Where will Arsenal end up in the league this season? Give your opinion below.
This time, Alexandre Lacazette turned supplier as he swept a first pass behind the Southampton defense as Saka crossed.
Saints goalie Alex McCarthy ran out of his goal but Saka walked around it before shooting into the empty net.
Saka then had a big hand in the third with just under 20 minutes to go, guiding Cédric Soares a superb cross pass in the path of Lacazette to touch the house up close.