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Per Mertesacker hailed an important response to Tuesday night's results after Arsenal's late winner against Southampton.
Alexis Sanchez's 89th-minute goal saw off the 10-man Saints - depleted by Toby Alderweireld's injury after they had used all of their substitutes - and kept Arsenal in touch with the Premier League's top four.
Manchester United, fifth-placed surprise package West Ham and under-performing Liverpool all won on Tuesday, as did leading pair Chelsea and Manchester City elsewhere on Wednesday.
And Mertesacker told BT Sport: "We needed that win desperately because everyone won yesterday so we were a bit under pressure.
"We just kept going, we always believe in ourselves.
"They were unlucky, they were one man down because of an injured player, but we deserved it because we kept going."
The win was Arsenal's third in succession, following those against Borussia Dortmund and West Brom, and their German defender said: "We want to continue that run and be more consistent, especially in the Christmas period.
"We have potential, everyone knows, but we have to show it."
Southampton manager Ronald Koeman believed Alderweireld's injury left his side struggling at the crucial moment.
"If you lose a match in the last few minutes, it's always frustrating," he said.
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"It was a good reaction after last Saturday (losing 3-0 to Manchester City), we had our chances but we were a bit unlucky with the injuries.
"After the third change, Alderweireld had a hamstring injury and then it was 11 against 10, and that made the difference.
"It's no points today but if we keep playing this way, no problem."
Goalkeeper Fraser Forster had kept Southampton on level terms with excellent saves from Danny Welbeck and substitute Olivier Giroud in the second half.
And Koeman said: "Fraser had two or three great saves in the second half, (the save from) the header of Giroud was amazing, but it was not enough."
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