This marks Arsenal’s fourth signing of the summer window, following the arrivals of Kepa Arrizabalaga, Martin Zubimendi, and Christian Norgaard.
Chelsea have progressed to the quarter-finals of the UEFA Champions League following a 2-0 win over Bundesliga side Borussia Dortmund.
The Saints three points win keeps their hope of surviving relegation this season alive.
Manchester United had travelled to London on the back of a five-game unbeaten streak.
It was an emotional return for Costa, who gained a fearsome reputation during his three years stint at Stamford Bridge before he left in 2017.
Messi’s recent feat had broken Pele’s 50-year record of most goals scored for a single club.
