Rovers have enjoyed an upturn in fortunes since the former Portsmouth manager opted to leave Blackpool and succeed ex-Norway international Henning Berg in the Ewood Park hotseat.
The 1-1 draw with Brighton in midweek extended their unbeaten run to five matches and moved them up to eighth in the npower Championship table, six points off the final play-off place.
That streak includes a 3-0 away win over Derby that helped Appleton's side, relegated from the Barclays Premier League last term, earn a fifth-round tie against the Gunners.
With the pressure building on Rovers to try and earn promotion back to the top flight at the first attempt, Appleton insists the cup is a welcome distraction.
"I think it is certainly a weekend off in terms of the league fixtures," Appleton told the club's official website.
"With the FA Cup game on Saturday it does give us an opportunity to enjoy the match more than we would in a normal league game."
However, with Arsenal currently on a five-match unbeaten run of their own, Appleton knows his players have a tough test on their hands.
"I don't think you can relax too much going to the Emirates against an Arsenal side," he added.
"It is probably going to be very similar to the match against Brighton in that we concede a lot of possession to the opposition.
"Three days after they play us they are going to play in a Champions League tie against a fantastic German side in Bayern Munich, so we know that the task is going to be very very difficult.
"But we'll go there, we'll have a go and see if we can make a surprise."
Blackburn will be without Josh Morris and DJ Campbell for the trip to London.
Midfielder Morris is cup-tied following his involvement in the earlier rounds while on loan at Rotherham and Campbell, borrowed from QPR, also featured for his parent club.
But Appleton could hand Lee Williamson his debut after the midfielder joined the club on a free transfer last week.
Jordan Rhodes broke his nose against Ipswich but was fit to feature in the draw at the Amex Stadium and is set to continue up front.
David Dunn's calf injury leaves him sidelined along with Joshua King, Grant Hanley (both hamstring), Leon Best and Dickson Etuhu (both knee).