The Cherries boss visited St Mary’s last weekend and watched Saints defeat Mikel Arteta’s side 2-1 in the FA Cup to progress to the semifinals.
Iraola said it was good to watch it in person, as you get a different appreciation for the game in the stadium, as opposed to watching it on television.
“It's something that I like to do a lot,” he said, on watching opponents live before their games.
“I used to do it a lot when I was living in Madrid because obviously you have so many teams there that it was quite easy.
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“Here is a lot more difficult. Sometimes I've gone to London, but basically you lose all the day because it's almost three hours.
“You see the game, it's three hours back, so it's not worth it.
“So this was a good chance because it's just less than an hour away. You see the game. It was also a very good game.
“And I think the feeling you have is different from the one you have on TV. In this case, I think Arsenal, they are going to change a lot the team from the one they used against Southampton, but still it gives you, I think, more information than when you just watch it on TV.”
Asked about his reception as a Bournemouth boss at Southampton, Iraola said: “I didn't have any incident, nothing happened!
“Everyone was respectful and we were there just neutrals analysing the game, yes.”