The Gunners' campaign suffered another setback on Saturday when although dominating the npower Championship team at the Emirates Stadium, they were knocked out by a scrappy second-half goal from former Arsenal trainee Colin Kazim-Richards.
"You can take a distance in terms of what people say and show how strong and good you are in the next game," said Wenger, who suffered defeat against lower league opposition in the FA Cup for the first time. "It is a good opportunity to show that we have character and are men who can fight for each other."
Arsenal were also knocked out of the Capital One Cup in a match they had been expected to win when losing at npower League One Bradford on penalties in December. Wenger, though, maintains he had not taken Saturday's clash lightly, despite what lay ahead in Europe next week.
"It is very disappointing that the two (cup defeats) have happened in the same season, but I prepared these two in the same way that I did in the 16 years before," he said. "I couldn't see how we could lose this game because we always had the ball and they had one shot on goal, but they defended well."
Rovers were rank outsiders against the Gunners, as long as 11-1 shots to record an unlikely victory. There will, though, be little time for Appleton - in charge of his third club this season - and the Blackburn squad to revel in their moment of FA Cup history.
"What we have to do very quickly is to move on because we have a (Championship) game against Hull on Tuesday night, which is almost a reality check," said Appleton, whose side are six points off the play-offs in eighth.
"It is our bread and butter, what we will be doing for 46 games across the season, so that is my job and my staff, to make sure we can get that over to the players."
Rovers captain Scott Dann felt the win was testament to the hard work put in by Appleton since his arrival from Blackpool just five weeks ago. "In the last 18 months there has been too much going on behind the scenes with managers coming and managers going back out not too long after," the defender said.
"What we needed was a bit of stability and the new manager has given us that. The way that they have turned things around and got us playing at the moment, we are going from strength to strength."
Source: PA
Source: PA