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 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 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."