Arshavin scored a stunning individual goal in the second half
Andrey Arshavin scored a superb solo goal to open his Arsenal account as Blackburn were completely outclassed.
The Russian was involved in the opening goal when he pressured Andre Ooijer into putting through his own net.
Samir Nasri's free-kick hit the bar and Arsenal missed a host of chances before Arshavin made it 2-0 when he dummied Danny Simpson and smashed the ball in.
Substitute Emmanuel Eboue then scored two late goals, first tapping in a rebound and then converting a penalty.
Arsenal had failed to score in their last three Premier League games at The Emirates, but it took them only 75 seconds against Rovers to end that barren run.
Nicklas Bendtner's pass released Theo Walcott down the right wing and his cross was bundled in by Ooijer under pressure from Arshavin.
We could have scored many more - Wenger
It was a signal of Arsenal's intent, and thanks to Walcott - making his first league appearance for four months - they were rampant down the right.
The England winger should, perhaps, have had a penalty when he appeared to be brought down by Stephen Warnock.
Fighting for their top-flight survival, Rovers were struggling to stem the tide and a frustrated El-Hadji Diouf was lucky to be shown only a yellow card after jumping into a challenge on Manuel Almunia.
Yet for all Arsenal's dominance a second goal was elusive - Nasri's 25-yard free-kick that smashed against the bar was the closest they came in the first half.
Rovers' only threat seemed to be physical as Aaron Mokoena and Zurab Khizanishivili were cautioned and Diouf continued his spat with Almunia.
The visitors' only effort at goal in those opening 45 minutes was a Morten Gamst Pedersen header that Almunia clawed away for a corner.
After the interval, Arsenal should have run up a cricket score as they totally outplayed their opponents, but their finishing too often failed to match their approach play.
Walcott dragged a shot wide after being played in by Bendtner, who was guilty of a glaring miss moments later when only 10 yards out.
Paul Robinson did well to save Walcott's acrobatic volley before Bendtner headed wide and then shot tamely after a superb Arsenal move.
In between those chances Rovers took off Warnock, who had been given a torrid time by Walcott, and brought on Martin Olsson.
But the chances kept on coming - and falling to Bendtner, who will not look back on this match as one of his best.
The Dane missed a one-on-one with Robinson and, just before being substituted, blazed over from another superb position.
It was the right result - Allardyce
Just before Bendtner departed Arsenal finally manage to extend their lead.
The outstanding Arshavin showed superb control when he left Simpson for dead with some nimble footwork and then lashed the ball past Robinson at his near post.
The Russian was denied a second goal soon after when Robinson beat away his volley, but Eboue was on hand to tuck away the loose ball.
Eboue, who only arrived on the pitch with seven minutes to go, completed the scoring when he confidently stroked home from the penalty spot after fellow substitute Carlos Vela had been upended by Olsson.
Arsenal boss Arsene Wenger:
"Arshavin has lots of talent - his intelligence, vision and finishing are top quality.
"We were convincing and this team goes from strength to strength. We could have scored many more goals today.
"It was a spirited performance with good cohesion - that enhances every game and it is good to see."
Arsenal: Almunia, Sagna, Toure, Djourou, Clichy, Walcott (Diaby 79), Song Billong, Denilson, Arshavin, Nasri (Eboue 83), Bendtner (Vela 79).
Subs Not Used: Fabianski, Gallas, Van Persie, Gibbs.
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