The Geordies twice went in front at the Sports Direct Arena (or St. James' Park for football fans) but twice Blackburn came back to equalise, their goals coming from Ryan Edwards and Robbie Cotton, ultimately taking the tie into extra time.
The game might have been tight, with Blackburn conceding goals for the first time in the competition this season, but the shoot out wasn't. Newcastle failed to score a solitary penalty with Blackburn going through 3-0 in front of a crowd of 2,026.
Chelsea are already through to the other semi-final having beaten Nottingham Forest 4-3 at the City Ground. They now await the winners of the tie between Manchester United and Charlton Athletic which will be played tomorrow night.