Colin Kazim-Richards scored the only goal of the game to put Rovers into the sixth round of the competition.
Appleton told reporters: "I have said it for a while but it is about hard work, organisation and team effort. I thought the lads were fantastic.
"We will enjoy that and then focus on Hull City in the league on Tuesday night. Matches like that have to be great for the confidence."
Blackburn along with Milwall and Barnsley booked their places in the last eight of the FA Cup on Saturday.