Bradford went on to beat another top-flight side, Aston Villa, in a two-legged semi-final before losing to Swansea in the final.
The PA news agency followed Bradford's giant-killing run to Wembley and provided this report of that unforgettable victory against Arsene Wenger's side.
Arsenal suffered an embarrassment of epic proportions as they lost on penalties to a battling Bradford side whose achievement should rank among football's all-time giant-killing feats.
Phil Parkinson's League Two players did not just beat Arsenal in this Capital One Cup quarter-final, for much of this match they outplayed Arsene Wenger's woeful Gunners to reach a first ever semi-final.
The spot-kick specialists won their ninth successive penalty shoot-out 3-2 after Thomas Vermaelen struck the post.
The Arsenal skipper had earlier appeared to rescue the Gunners with a header three minutes from normal time to cancel out Garry Thompson's first-half volley.
But keeper Matt Duke defied the Premier League side to send the tie to a shoot-out – and glory for Bradford in front of a 23,971 sell-out crowd, the club's biggest since 1960.
The defeat in sub-zero temperatures, and another failure in Arsenal's seven-year quest for silverware, will chill the veins of Wenger as he contemplates the season so far.
The humiliation was further intensified by Wenger's breaking his long-held rule and fielding a full-strength side in the League Cup.