Today, the hosting Gunners were made big favourites to advance through to the quarter-finals of the competition as Blackburn Rovers visited the Emirates Stadium.
However, the Championship outfit not only frustrated the home side, they also scored the only goal of the game in the second half through Colin Kazim-Richards to book their place in the last eight at the expense of Arsene Wenger's team.
You can find out how they pulled off the shock with our minute-by-minute commentary below.
"When you look at his record it is quite impressive," Wenger told reporters. "You wonder today what kind of career this boy, would have had if he had gone to a big club at 18 or 19.
"Rhodes has scored 20 goals in 25 games so he must have something special and a big intelligence in the box.
"He has a big level of anticipation and he is a skilful finisher. You don't see him too much outside the box in participation but when you look at his record it is impressive. He can prove [his talent], yes, but I hope not against us."
ARSENAL: Sagna, Walcott, Podolski, Wilshere, Cazorla, Ramsey, Mannone
BLACKBURN: Givet, Nunes, Gomes, Rekik, Goodwillie, Usai, Bentley
"It is a situation where we'll have a lot of fans travelling down to Arsenal on Saturday expecting the players to put in a right shift and give everything for the football club like they did on Tuesday," he told Sky Sports News.
"When you arrive at the stadium, you feel the buzz of the FA Cup, all of a sudden you genuinely believe that maybe this is another game that we can win.
"You just don't know, if Arsenal have an off day and we have a good day then you find yourself in the last eight and all your worries as to whether this is a game too much will be gone. We'd have a last-eight cup tie, maybe at Ewood Park against another big boy."
"They have nothing to lose and they have a squad of Premier League players. If you look at who is in their squad they have many players who have Premier League experience," he said.
"It's certainly a better game now and Blackburn have started the second half well. There is a bit more purpose in their play, they have got use to their surroundings so maybe they can add a little more threat."
"We talked about Colin Kazim-Richards being a decent player. It was a scruffy finish, but he keeps himself solid and tucks in at the back post. It is a stunning goal because Arsenal have dominated but Wojciech Szczesny should have done better, he palmed the Martin Olsson shot straight to Kazim-Richards."