Saka quickly became vital to Mikel Arteta's side and revealed the story of his nickname which Arsenal captain Aubameyang followed up by giving him a chain with a jewel-encrusted chilli on it bearing his name.
"It started from Auba," Saka said at a news conference on Thursday. "He said it in French. We're doing one finishing drill one time in training and he kept saying it, and I kept scoring, I was shooting with so much power and he was calling me little chilli in French [petit piment].
"I didn't know what it was. I asked him after and he told it means little chilli. From then on he kept calling me it and then it became a thing, and now it's a big thing, a lot of people call me it, and make it my nickname.
"He got me the nice chain he promised he would get me if we won the FA Cup. It started from Auba, it's a show of how great a character he is and how important he is for me and I'd say for the team in terms of the happiness and the vibes in the dressing room. I love it. It's unique."
Aubameyang explained the nickname was because Saka has "so much energy, so much power and is quite small," underlining the impression the winger has made for club and country.
Saka told ESPN in April that he enjoyed being one of the go-to players in Arsenal's squad but with just five caps to his name he feels at a different stage of his England career.
"With England it is different because I am still one of the younger players while coming in we have a lot of experienced players who have over 20 or 30 caps already," he said.
"For me, I think it is about learning from them because I have not played a lot at this high level of international football. For me, it is about learning and every game getting my opportunity and taking it. That is what I think it is about when I come here.
"Just in training the attackers I'm playing with, the attackers I used to watch at home -- Marcus Rashford, Raheem Sterling, Harry Kane -- are the players I watched when I was in the England youth team and when we come over and watch first team training or watch them on YouTube. Now to be in training with them you can learn different things from them -- their movement, the passing."
Saka has impressed Southgate and the coaching staff with his attitude since breaking into the squad, scoring his first goal in England's warm-up win over Austria last week and dating back to when he suffered a fitness setback on the eve of the March triple-header against San Marino, Albania and Poland but chose to stay with the group rather than return to Arsenal.
"I was selected and then the day before I did my hamstring again, the injury I was recovering from," he added.
"And I really wanted to come because it was maybe only my second or third call-up for England in terms of the camps. And this was the one right before the Euros so I didn't want to miss it. I was really pushing to come back but my injury wasn't allowing me so I couldn't play any of the games.
"I was just at home, we had a few days off because it was the international break and Wembley is close to me so I just thought the boys are going to be playing at Wembley and I'm going to be at home not doing anything so I'm going to come and say hello to the boys and the boss."