Arsenal saw out a tough 2-1 win at Edwood Park on Saturday.
The Gunners were handed a dream start by the in-form Theo Walcott but Blackburn equalized moments later through Diouf.
Arsenal returned from the break desperate and Arshavin netted the winning goal with a lot of time to spare.
It was a terrific result.
Blackburn manager Sam Allardyce had warned Arsenal that his side would adopt the exact same tactics that helped them to a 2-1 victory at Ewood Park on the last day of last season.
On that occasion, Rovers’ physically dominated the visitors to force the win but this time it was Arsenal who came out on top as they refused to be cowed by Allardyce’s words or his team’s physical approach.
The first opportunity fell to Abou Diaby after just three minutes when his volley looked to be going in until Blackburn’s Vince Grella cleared off the line.
Cesc Fabregas then did the same thing at the other end of the field when Ryan Nelsen’s powerful header beat Manuel Almunia.
The Arsenal goalkeeper performed much better just 15 seconds later when he brilliantly clawed away an El Hadji Diouf scrambled effort at his back post. After 15 minutes, Chris Samba went close as he used his height to power a Morten Gamst Pedersen corner goal-wards but it just went over the bar.
However, Blackburn were then stunned when Arsenal scored a brilliant team move which was finished off magnificently by Walcott in the 20th minute.
Arshavin found Robin van Persie with a simple ball and his turn and inch-perfect pass to Walcott gave the England international space down the right wing to cut back in and beat Rovers’ goalkeeper Paul Robinson with a low shot into the far corner.
However, the lead lasted just seven minutes. Hadji Diouf charged down the left wing and found Mame Diouf inside the six-yard box and, after both Thomas Vermaelen and Gael Clichy allowed him too much room, on loan Manchester United striker Mame tapped into an empty net.
Arsenal’s cause was then damaged further by the loss of van Persie who had to be substituted after a clattering challenge from Grella after 34 minutes. Wenger was upset by the strength of the challenge although referee Chris Foy took no action.
After the interval, Arsenal regained the lead in fortunate fashion after 51 minutes. Bacary Sagna’s cross from the left wing found Fabregas on the penalty spot but he shot against Walcott.
However, the ball fell nicely for Arshavin and he drove past Robinson to make it 2-1. The goal was Arsenal’s cue to pour forward in search of a killer third and Maroune Chamakh should have at least hit the target when well placed but he fired wide.
Blackburn’s first opportunity after the break fell to Nikola Kalinic after Vermaelen carelessly gave away possession but he shot well over. Despite the best efforts of both sides, and particularly Fabregas, who had a fine game, real chances remained at a premium.
The crowded midfield stifled most creativity and even the introduction of Blackburn playmaker David Dunn failed to provide the inspiration the home side needed to get an equaliser.
Arsenal continued to get forward when they could and a Walcott effort from long-range just went over the top of Robinson’s crossbar with 13 minutes to go. With nine minutes remaining, Dunn squandered a chance as he shot straight at Almunia while Michel Salgado also blasted over.
Blackburn had two penalty claims turned down when Hadji Diouf was impeded in the box while Arsenal then broke immediately to the other end but Jack Wilshere missed from six yards.
And soon afterward, the Gunners completed a good day on the road.