Prior to the game tribute was paid to Speed when the stadium, which hosted his last game in charge of Wales, united in a round of applause in recognition of his career before a minute's silence.
Both managers and Football Association of Wales chief executive Jonathan Ford also laid floral tributes on a Welsh flag, and during the game there were chants of 'There's only one Gary Speed'.
Malky Mackay: "I am very proud of the group, and proud of everyone at the football club. It was an emotional evening for everyone at the club and everyone in Wales.
"We knew that...we would have a big attendance and it was a very moving tribute to Gary.
"We wanted to get through just as that little tribute to him to get Wales into the semi-finals of the Carling Cup."
Under-pressure Blackburn manager Steve Kean had Rovers supporters fuming when he admitted he had "forfeited" their Carling Cup quarter-final against Cardiff.
Kean's side are bottom of the league table and he made five changes to his side for the trip to south Wales.
A section of Blackburn fans have called for Kean, who signed a new contract last week, to be sacked and have staged a series of protests.
And the travelling support made no secret of their dissatisfaction at their cup exit with chants of "Kean out" ringing round the ground.
Amazingly ... Kean, who said "we have forfeited the game" ... said the travelling Rovers supporters were "negative"!
Steve Kean: "It's never nice when the fans are negative but when you are focused on the game it's something you put to the back of your mind, it doesn't affect me," he said.
"Before the game I had a decision to make in as far as I wanted to push Samba, Olsson and Salgado, who never travelled for this game.
"They could have played at a push and if we had been in a slightly different position in the league. We have Swansea coming up so I made five changes and left those lads behind. We wanted to make sure we have those lads available for Saturday.
"Saturday has to kick-start our season. We are in a position where we have forfeited going through in this competition and having the chance to reach a cup final.
"We now have games against sides who are within touching distance of us in the league and we need to treat those games as cup finals because we have not got through to the final of this competition."