Tuesday night's London derby was hardly the thrilling fare many had hoped for, but the fourth-round tie did raise serious questions over the Gunners' ability to challenge for trophies.
While top of the Barclays Premier League after nine matches, the 2-0 loss was their second successive home defeat and meant Arsene Wenger has now failed to overcome Jose Mourinho in nine attempts.
More worryingly for the north Londoners, the defeat highlighted the stark difference in second-placed Chelsea's strength in depth compared to Arsenal.
The Blues dominated despite making 10 changes to Sunday's win against Manchester City, with Azpilicueta and Juan Mata coming in from the cold to score in front of 9,000 travelling fans.
Asked if victory at the Emirates had exposed the difference in quality between the squads, Azpilicueta said: "Yes. We felt really confident on the pitch and did a very good game.
"We controlled most of the game. We had two or three more chances but the feeling inside of us was that we were dominating Arsenal in their stadium and they are top of the table, so it's very nice.
"They had some injuries and we are without Marco van Ginkel but we have a really good squad.
"Every player can play, we try to do our best in every game we play, to give 100 per cent and to keep fighting for titles. We need to arrive at the end of the season with chances to win every trophy.
"Arsenal now have two really hard games but we don't need to look at other teams. We need to keep working.
"We are improving in every game and this is the most important thing. We are growing up as a team. We are in second, two points less than Arsenal and we're now going to try and get up to first.
"We play in a difficult stadium as well in Newcastle on Saturday. It's always hard there. This league is really competitive."
Chelsea head into to St James' Park unbeaten in their past nine matches as the impact of Mourinho's return starts to bear fruit.
While successful since returning to Stamford Bridge, the Portuguese's arrival has seen some of last season's regulars drop down the pecking order.
David Luiz, Mata and Azpilicueta are amongst those, with the latter on Tuesday night making just his third start of the season.
"Last season I didn't start it playing and then after I played virtually every game," the right-back said.
"This season is similar. The manager is playing with Branislav Ivanovic but I'm training very happily, I feel confidence with him [Mourinho].
"It's true that I'm not playing a lot, but the season is long."
Azpilicueta was one of a number of Chelsea players whose performance will have aided their bid for a regular starting role.
By contrast, few Arsenal players boosted their reputation on a night in which winger Ryo Miyaichi conceded he and his team-mates were below par.
"Obviously we were disappointed, for me as an individual as well," the 20-year-old told Arsenal Player.
"I think they were a bit sharper than us but the difficult thing was they scored first.
"We wanted to score as quickly as possible in the second half but after 65 minutes they scored so we were a bit thrown after that.
"I would say it [my performance] was not good enough. I'm not satisfied on my individual things but we have a lot of games to go so I want to prepare for that. Let's focus on Liverpool on Saturday."