The Saints lost 6-1 to the Gunners in north London last season and forward Rodriguez suggests the St Mary's club are out to avenge that disappointing result.
"Last year was a nightmare to get beat 6-1 there," he told the club's official website. "But we've got a point to prove and we'll go there looking to do that.
"Of course I'm looking forward to that game, it's going to be a great game and we're going to take it to Arsenal so it'll be a great occasion."
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