It was Burnley youngster Kevin McDonald who made the headlines as the 20 year old scored once in each half as the Clarets added the scalp of Arsenal to that of Chelsea who they defeated in the previous round.
The Gunners tried to rally but found Clarets keeper Brian Jensen in superb form.
Senior Gunner Nicklas Bendtner had the best opportunities but missed a hatful of chances wearing his pink boots.
"We were a bit fragile at the back as well, but overall we had plenty of chances.
"When you do that against teams in the quarter-final of the cup, if you have six one-on-ones with the keeper and do not score, you have to question the qualification and that is what happened tonight.
"You praise the goalkeeper and question the strikers."
He added: "We had the potential to go through and we lost tonight against the least difficult team of the three we played.
"That is what young players learn. In football it is efficiency and focus from the first minute on and when you don't have the right focus you pay for it.
"They have a lot to learn many of them. The potential is there, and even tonight away from home they didn't hide, they tried to play and we had plenty of chances."