Alex Iwobi had played in Welbeck for the equaliser and he found the striker again as Arsenal finally took command seven minutes before the break, Welbeck cutting inside before firing a ball that looped in off Maya Yoshida's leg.
Charlie Austin restored parity for Southampton in the 73rd minute but Welbeck got the victor eight minutes later.
There were two late red cards for Jack Stephens and Mohamed Elneny for pushing but Arsenal held on to secure a win that sees us close the gap on Chelsea to just two points.
Southampton remain third-bottom, three points from safety but with a game in hand over Crystal Palace in 17th.
It looked like another typical day for the former Manchester United man when he missed an absolute sitter at 2-2 but Welbeck showed great character and got his redemption in the end.
Reiss Nelson made his first Premier League start for the Gunners, becoming the youngest player to do so since Serge Gnabry in 2013 against Swansea City. I know when I get the opportunities in front of goal, I will put them away - apart from the one I put over!
LeBron James Takes Over As Cavaliers Pull Off Comeback Over Wizards
To maintain the third seed, Cleveland will have to win out. "He gets that look", Cavaliers forward Kyle Korver said. James suddenly remembered in the second half he needed to audition his stuff for his potential summer suitor.
Arsenal have won six matches in a row in all competitions for the first time since May 2017.
Danny Welbeck both scored and assisted in a Premier League match for the first time since September (against Bournemouth), which was also the last time he netted a league goal.
The 18-year-old forward Reiss Nelson made his first Premier League start for Arsenal and was given a rude welcome from Southampton midfielder Dusan Tadic, who was fortunate to escape a booking for his unsafe tackle in the opening minutes.
- In fact, only Wayne Rooney (7) and Robin Van Persie (6) have scored more Premier League goals against Petr Cech than Shane Long (5).
"People were questioning, will he come back or not?"
"It's a competitive game, Saints are in a hard position, and at the end it got a bit out of hand", Welbeck said.