Arsenal 1-0 Southampton
Robert Pires eased Arsenal's agony at missing out on the Premiership with an FA Cup final winner against Southampton at the Millennium Stadium.
Pires - who missed Arsenal's triumph against Chelsea in last year's final because of injury - was the match-winner as Arsene Wenger's side retained the trophy.
The France midfield man scored after 38 minutes to end the challenge of underdogs Southampton and give Arsenal a deserved victory under Cardiff's closed roof.
Arsenal were never seriously stretched by Southampton, who lost goalkeeper Antti Niemi when he was stretchered off with a calf injury midway through the second half, until the closing stages.
Saints boss Gordon Strachan sprung a selection surprise, pitching in 21-year-old Chris Baird for only his second start at the expense of Fabrice Fernandes.
Niemi was also recalled after injury to replace Paul Jones - and he needed to be alert to stop Henry scoring the fastest FA Cup final goal inside the first 30 seconds.
Henry shrugged aside the desperate Claus Lundekvam's attempt to haul him back by his shirt, but Niemi made a vital block.
Niemi then rode his luck when he fumbled Henry's shot, but youngster Baird came to the rescue with a crucial clearance as Dennis Bergkamp looked to take advantage.
Baird was enjoying an eventful opening half, and he forced the first save out of Arsenal goalkeeper David Seaman with a dipping long-range drive after 18 minutes.
Southampton had settled well to their task without seriously troubling Seaman, but Arsenal swept forward in typically stylish fashion to break the deadlock seven minutes before the interval.
Henry played in Bergkamp, and when Freddie Ljungberg's shot was blocked, the rebound fell invitingly for Pires to sweep home from eight yards.
Arsenal squandered a glorious opportunity to double their advantage after 52 minutes, when Ljungberg could only find the side-netting after Niemi parried Bergkamp's shot into his path.
And it was only a fingertip intervention from Niemi that stopped Henry four minutes later as he attempted a trademark curling finish.
It was the Finnish goalkeeper's last contribution. He pulled up in agony after 64 minutes clutching his calf after taking a goal-kick and was stretchered off, to be replaced by Paul Jones.
Southampton replaced Anders Svensson with Jo Tessem after 73 minutes, and only a crucial interception by Lauren stopped him scoring with his first touch.
Arsenal also made a change with 14 minutes left, sending on Sylvain Wiltord for the tiring Bergkamp.
Seaman had not been troubled, but he demonstrated his quality eight minutes from time to deny Southampton an equaliser.
Brett Ormerod's powerful drive was destined for the top corner until Seaman flung out a hand to divert his shot to safety.
And Ashley Cole came to Arsenal's rescue five minutes into injury-time when he smuggled James Beattie's header off the line.
It was the final moment of anxiety for Arsenal as they played out time to make sure they did not end the season empty-handed.
Arsenal: Seaman, Lauren, Keown, Luzhny, Cole, Pires, Parlour,
Silva, Ljungberg, Henry, Bergkamp (Wiltord 77).
Subs Not Used: Taylor, Kanu, Toure, van Bronckhorst.
Booked: Keown, Henry.
Southampton: Niemi (Jones 66), Baird (Fernandes 86), Lundekvam,
Michael Svensson, Bridge, Telfer, Oakley,
Anders Svensson (Tessem 75), Marsden, Ormerod, Beattie.
Subs Not Used: Williams, Higginbotham.
Booked: Beattie, Telfer, Marsden, Michael Svensson.
Referee: G Barber (Hertfordshire).