A breathtaking display of attacking football in the first-half comprehensively destroyed Nigel Adkins’ side, who are still looking for their first point since being promoted to the Premier League.
But with Tuesday’s Champions League clash against French champions Montpellier swiftly followed by showdowns against Manchester City and Chelsea, Wenger isn’t getting carried away.
“We have two interesting weeks coming up now with Montpellier in the Champions League and then the matches against Man City and Chelsea. We should know much more about the team after them,” he said.
“But there is a positive energy in this team and a desire to play well together so it’s very exciting for us. We showed a good combination of pace and speed in our passing.
“We were a bit lucky because Southampton conceded two own goals but overall I think it was a level of continuity after what we showed against Liverpool.”
Arsenal went into the match on the back of their worst-ever run of home results for 17 years having failed to win any of their last four in the league.
Yet from the moment Saints defender Joos Hooiveld scored an own goal in the 11th minute there was no stopping the hosts.
Lukas Podolski’s brilliant free kick doubled the lead, with Gervinho adding a third and a deflection off the unfortunate Nathaniel Clyne making it 4-0 in only the 38th minute.
Wojceich Szczesny’s blunder gifted Daniel Fox a goal just before the break, but Gervinho’s second and a strike from substitute Theo Walcott on the stroke of full-time made it a day to forget for Saints boss Adkins.
“We just played a very good team and got punished for losing the ball. They were ruthless today,” Adkins said.
“It just highlights the standard in the Premier League that we have to aspire to. We’ll try to keep positive because we believe in what we’re doing.
“We’ve demonstrated that we can score goals so what we’ll do is keep working very hard. But we have to start picking points up.”
Arsenal striker Olivier Giroud was left on the bench after failing to break his duck during his first three appearances since arriving from Montpellier.
Instead, Gervinho was entrusted with leading the line and he combined superbly with attacking midfield trio Podolski, Santi Cazorla and Alex Oxlade-Chamberlain.
And Wenger admitted he had been in two minds whether to start with the Ivory Coast star but was delighted with his performance.
“You know that we transform all our wingers into central strikers,” he joked in reference to record scorer Thierry Henry.
“I decided to play Gervinho in that position against Manchester City in pre-season and I liked what he did.
“He is such a great player and is so quick that it is difficult to stop him when he gets going.”
Wenger also paid tribute to the performance of Podolski, who followed up his debut goal in the 2-0 win over Liverpool last time around with a brilliant all-round display.
“He’s physically very strong and a fantastic finsher,” Wenger said. “Lukas has more than 100 caps for Germany so he is every experienced. He gives us a balance on the left.”