Leonardo Ulloa announced himself on the south coast with a debut goal, but it wasn't enough to prevent Albion suffering an agonising 3-2 defeat to Premier League Arsenal.
Albion’s latest signing netted with a diving header in the 62nd minute to pull Albion level for the second time in the game, but England international Theo Walcott secured the Gunners' safe passage to the fifth round with a deflected late strike.
Olivier Giroud had given Arsenal the lead after 15 minutes before Ashley Barnes’s header made it 1-1. The lively Giroud again struck in the second half to restore the visitors' lead before Ulloa tied the game up once more.
But Walcott rose from the bench to deny Albion a deserved replay as Gus Poyet’s side suffered their first defeat of 2013.
The opening exchanges were slow, with both sides trying to impress their passing style on the game, but with 15 minutes gone the tie burst into life.
Spaniard David Lopez’s looping header over the Arsenal defence found Barnes breaking the offside trap, but the striker’s first-time half-volley was excellently pushed around the post by Wojciech Szczesny.
From the resulting corner Arsenal’s rearguard stood firm and the Premier League outfit counter attacked with devastating effect.
Tomasz Rosicky fed the ball to Lukas Podolski on edge of the area who in turn laid the ball off for Giroud - the Frenchman making no mistake with a curling left foot effort into the top corner of Casper Ankergren's net.
Albion seemed noticeably shell-shocked by a goal that came out of the blue but soon started to impose themselves on their visitors.
Inigo Calderon’s cross-turned-shot landed on the roof of the Arsenal net before Barnes’s near-post flick fell behind debutant Ulloa.
The record Amex crowd was on its feet on the half-hour mark as Andre Santos had the ball stripped off of him by Calderon just outside the box.
The Spanish right-back curled a delightful low ball across the Arsenal area which Szczesny could only push the ball into the path of Ulloa, who was flagged for offside as he tapped into the empty net.
But Albion did not have to wait long to draw level. Barnes atoned for his earlier miss when he got the better of a static Arsenal defence to head David’s corner home from close range, to the delight of the home fans.
With the scores level at half-time, it was the Premier League side who had the first sight of goal after the break as Carl Jenkinson’s drive stung the palms of Ankergren.
Arsenal showed their quality again moments later as Podolski’s dipping free-kick rattled the Brighton crossbar before Giroud’s attempt from the rebound deflected over.
Albion showed their counter-attacking ability as David’s diagonal ball was chested down to Ulloa by Liam Bridcutt, but the new man skewed his volley well wide.
Giroud then showed his quality in the box to hand the Gunners the lead; this time controlling Abou Diaby’s delightful chipped ball into the area, before guided the effort past Ankergren.
As Albion put pressure on for an equaliser, the Gunners broke away once more. Rosicky fed Giroud once more with a ball over the top, and the Frenchman showed great strength to hold off the attention of Calderon before seeing his left-footed strike beaten away by Ankergren.
Then came the moment that truly introduced Ulloa to the Albion faithful. The Argentinean got the wrong side of Per Mertesacker to send a diving header home from a pin-point Barnes’ cross.
Jack Wilshere and Walcott were called into action as Arsenal searched for the winner, while Ulloa came off on 70 minutes to a rapturous reception.
Giroud had a carbon copy of his earlier free-kick bend safely over the bar, before firing a volley over with just nine minutes remaining.
Substitute Kazenga LuaLua’s inviting in-swinging ball from the right by passed both Craig Mackail-Smith and Barnes in the Arsenal box before Giroud again, this time in the form of an overhead kick, searched for a hat-trick.
From the resulting corner Albion were dealt their cruel blow as Ankergren’s punch fell to Walcott on the edge of the area, and the forward’s first-time volley deflected off El-Abd and into the net to give Arsenal the victory.
Walcott almost added a second but Ankergren stood firm and moments later the Danish keeper brilliantly palmed Giroud’s header away to deny the Frenchman his hat-trick again.
There were desperate cries in the first minute of added time as Mackail-Smith tussled with Jenkinson in the box but referee Michael Oliver was unmoved, as the Gunners held on.