Anyone who watched the game for any length of time (or followed my live blog) could hardly believe the scoreline at the end of the game.
Arsenal dominated for almost 90 straight minutes, had about 72 percent of the ball (via Sky Sports) and took 26 shots, 12 of which were on target (via ESPN FC). Yet none of this added up to a single goal.
With this loss, the Gunners can all but rule out winning a trophy for the eighth straight year, and many will doubt their ability to even hold their own against German juggernauts Bayern Munich.
In the wake of one of Arsenal's most painful defeats of the season, let's look at five things we learned.
Perhaps I should not include Gervinho in an article that is supposed to teach the reader something. Arsenal fans are already painfully aware of the Ivorian's ineptitude in front of goal.
Now, though, his numerous detractors have another stick to beat him with: He only seems to like to score when playing for the Ivory Coast.
Against Blackburn, we saw none of the finishing touch that made Gervinho arguably his country's best player at the Africa Cup of Nations. Every time he got the ball in the penalty area, he would stop, pivot, feint and either lose the ball or play an ineffective pass to a teammate in a disadvantageous position.
And then, of course, there was the miss. Clean through on goal in the final minutes of the first half, he somehow contrived to drag his shot wide with only the goalkeeper to beat.
We will never know how the rest of the match would have played out if Arsenal had taken the lead. But at least they wouldn't have been kept off the scoreboard.
Maybe Arsene Wenger should have started Bacary Sagna at center-back again, because none of the fortitude that allowed Arsenal to grit out a 1-0 win at Sunderland last week was present against Blackburn.
The Gunners defense was hardly ever put under pressure, but, as has happened maddeningly frequently this season, one fluky moment gave the game away.
Racing down the left side for perhaps the only time in the game, Martin Olsson fired a shot at Wojciech Szczesny, which he pushed straight into the path of Colin Kazim-Richards. The Blackburn winger drove his effort straight into the ground, but the ball dinked off the post and past a hapless Thomas Vermaelen into the back of the net.
Watch a replay of the goal, and you'll see a disorganized defense that could not get out of its own way. That indicates a lack of focus that is inexcusable from defensive players with so much experience and, supposedly, quality.
Randomly, pick any four moments of the game, and about three of them would come during a period of the Arsenal possession. But, as the Gunners have learned many times in the past, retaining the ball and putting it in the back of the net are two very different things.
Especially toward the end of the match, Arsenal could not manage to break Blackburn's stubborn resistance at the back. And full credit to them: It took a Herculean effort of the variety that the Gunners put in against Sunderland last week to keep the hosts off the scoreboard.
However, a team composed of 10 full internationals (and one who should be) cannot make excuses for constantly zipping the ball around the box without maintaining quality possession inside of it. Blackburn's goalkeeper Jake Kean performed well, but 72 percent of the ball should equal more than one goal.
Despite the defense's catastrophic lapse in concentration, every Arsenal player on the pitch—plus Arsene Wenger—must be blamed for the team's premature FA Cup exit.
We've talked about the defense, but the midfield could not break down the defense of a side that sits eighth in the second division. We've talked about Gervinho, but Olivier Giroud could neither manufacture chances nor convert the few that came his way.
And pulling the strings from the sideline was Wenger, whose role in the defeat cannot be ascertained without knowing what goes on behind the scenes at the club. It is reasonable, though, to pin a significant level of credit or blame for any result on the man who trains and picks the players.
This might have been close to Arsenal's second-choice XI, but it was capable of beating Blackburn. The Gunners failed as a collective unit.
It's only a fluke—a typically unpredictable cup game.
Arsenal weren't playing their best XI.
The players will be extra-motivated to make up for this disappointment.
The starting XI will be rested.
There will be no pressure.
Ah screw it—I'm just consoling myself. I might as well just skip to acceptance.