Arteta’s side have now been eliminated from two competitions in their last two fixtures, first losing the League Cup final against Man City.
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Shea Charles scored in the 85th minute to secure Southampton’s place in the FA Cup semi final for the first time since 2020-21.
Speaking after the game, a clearly disappointed Arteta admitted “unusual” defensive lapses cost them dearly.
"The result and especially the way we conceded the two goals. We had so much dominance in and around the box," he said.
“We conceded the first goal in a very unusual way for us, the second one from direct play as well. We had two massive chances and needed to capitalise on that.
“If you make defending errors we made today it's very difficult to be in the semi-final."