Colin Kazim-Richards' second-half strike earned Rovers a 1-0 weekend win at the Emirates Stadium - the first time Arsene Wenger's men have lost a home fixture in the competition since leaving Highbury.
An away quarter-final tie against npower Championship counterparts Millwall is their reward and Appleton's squad return to league action at Hull on Tuesday night having been told they experienced a career highlight on Saturday.
"I think if you look back on recent stats, not just Blackburn versus Arsenal, Arsenal against any team at any level at the Emirates in cup competitions and we could stay here for ages and talk about how many times they've turned over teams by five or six goals in recent season," Appleton said.
"They'd never lost an FA Cup tie at the Emirates. I can't remember the last time Blackburn kept a clean sheet away to Arsenal.
"So if you put all the facts and stats together it's one hell of an achievement. I said to the players after the game, 'don't play down what an achievement, what a performance and a result this has been today because it's as good as you'll ever get in your career'.
"But, having said that, I did ask them very quickly to make sure that we move on and make sure that we fully concentrate on what's going to be a tough game against Hull."