Kevin McDonald scored in both halves to give the Championship side another major scalp after they disposed of Chelsea in the last round.

Burnley had goalkeeper Jensen to thank for keeping out a youthful Arsenal side with a string of important saves, and when asked if Burnley could win the cup, he told Sky Sports 1: "Why not? Anything can happen in football.

"With a good draw and a little bit of luck then who knows. We'll see who we get.

"It's a massive game for the club because it's the semi-finals now. It doesn't really matter whoever we get. We'll probably be underdogs."

Jensen also praised the efforts of his team-mates and in particular McDonald.

"If they would have scored a goal then it would have been a massive task so it was a bit tough but credit to the lads and big Kev, he scored two great goals," he said.

McDonald paid tribute to Jensen's efforts and was delighted to get on the scoresheet.

"They are the best goals I have scored in my career," he said. "We have a great keeper here. We knew we had to give 100 per cent. That was the main thing."

Burnley manager Owen Coyle said he was not surprised at the quality of his side's display.

"There was no difference. That's the standard we have been setting ourselves," he said. "All we asked was that they come in after without regretting anything and they did that.

"It was a real football atmosphere here and went a long way to adding to the history of this football club.

"To reach the semi-final is a magnificent achievement for the club."

Coyle said he did not mind who his side drew in the next round, adding that he believes the Clarets are capable of winning the competition.

"Whoever we get we will be underdogs so it really doesn't matter who we get," he said.

"There's only ourselves and three others in it so who knows what will happen."

Coyle's opposite number Arsene Wenger was not dismayed by his side's performance but lamented their profligacy.

"We had six one-on-ones with the goalkeeper and didn't score, and we were a bit fragile at the back as well," he said.

"Overall we had plenty of chances but if you don't score your one-on-ones, you have to question your right to qualify.

"You have to praise their keeper and question the strikers."