The former Premier League winner was left furious by Madley's decision not to point to the spot when Alexandre Lacazette was wiped out by Saints defender Maya Yoshide after he had fired over during the first half of the game at St Mary's.
According to the rules of the game, Madley should have pointed to the spot, with the foul having taken place whilst the ball was still in play.
However, the man in black did not do so, leading to a half-time rant from Sutton.
'Absolute penalty, anywhere on the pitch that is a foul,' Sutton raved during the break.
'Lacazette has a shot and is completely wiped out afterwards.
'It has to be a penalty, it's a foul.'
Former Premier League referee Graeme Poll suggested that the lack of an appeal by Arsenal's players may have made it more difficult for Madley to award the spot kick.
'It’s a classic example of over analysis and trial by video replay,' said Poll in quotes picked up by 'The Daily Mail'.
'Lacazette gets his shot away and it’s sailing over the bar. Whilst he’s caught late and is fouled while the ball is still in play no Arsenal player appeals and no referee would give a penalty in such circumstances.
'However, it is a foul and so technically it is a penalty as contact happens before the ball goes out of play.'
These revelations will do nothing to make the result more palatable for Arsenal fans.