Southampton legend Matt Le Tissier came off the bench to score the final goal at The Dell which sealed a comeback victory over Arsenal.
Saints twice had to come from behind, Hassan Kachloul equalising both times after Ashley Cole and Thierry Henry had put the Gunners in front.
But Le Tissier had the final say a minute from time with a stunning half-volley, which brought the curtain down on Southampton's 103-year stay at The Dell.
Victory meant Southampton finished in 10th while Arsenal ended up in second, 10 points behind champions Manchester United.
2014: Van Gaal takes charge at Man Utd
Manchester United named Louis van Gaal as the new manager at Old Trafford.
The Dutchman succeeded David Moyes after leading the Netherlands to third place in the 2014 FIFA World Cup.
He led United to fourth place in his first season. The following season, his last at the club, United finished in fifth place and won the FA Cup.