The England forward featured in the Saints' 6-1 loss to the Gunners on their last visit to the north London club, and is keen to ensure the side put up more of a fight this time
The 24-year-old was part of the squad convincingly beaten by Arsene Wenger's side in September 2012, although the visitors were already 5-1 down when Rodriguez came off the bench.
|10/3||Jay Rodriguez is 10/3 with Coral to score anytime against Arsenal|
Southampton are a different prospect this season, though, with only one defeat in their opening 11 matches, and Rodriguez insists the side are heading to London keen to show how far they have progressed.
"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."
A third away victory of the campaign for Mauricio Pochettino's side would see them move level on points with the league leaders.