Albion are out of the FA Cup – but not without a rousing second-half fightback against Arsenal.

The Gunners won 3-2 in the fourth round with the outstanding Tomas Rosicky scoring what proved to be the winner.

But Albion – who netted through Chris O’Grady and Sam Baldock – felt they should have been awarded a penalty late on.

They claimed the spot kick when a cross by Adrian Colunga was blocked by Calum Chambers’ left arm but referee Michael Oliver waved their appeals away.

Such a thrilling finale had looked unlikely as Arsenal dominated the first half.

Theo Walcott was allowed too much time to control and shoot as he fired them into a second-minute lead.

The classy visitors were not flattered by their beautifully created second on 24 minutes as Mesut Ozil finished after being found in space by Rosicky’s superb reverse pass.

Baldock fired a presentable chance high and wide for the Seagulls but the half was mainly about damage limitation against a swift and incisive Arsenal outfit.

Albion were better after the break and Baldock was heavily involved in the 50th minute to keep an attack alive before O’Grady’s crisp low finish on the turn put the Seagulls back in the contest.

Arsenal restored their two-goal buffer on 59 minutes when Rosicky superbly volleyed in Olivier Giroud’s chip across to him.

But Baldock’s clever clip over Wojciech Szczesny’s dive, from Danny Holla’s through ball, on 75 minutes, revived home hopes.

And, though sub Alexis Sanchez went close to a fourth for his side with a free-kick which clipped the bar, home fans in a record Amex gate of 30,278 will be talking of that late penalty appeal as they head home tonight.