Phil Parkinson's League Two players did not just beat Arsenal in this Capital One Cup quarter-final, for much of this match they outplayed Arsene Wenger's woeful Gunners to reach a first ever semi-final.
The spot-kick specialists won their ninth successive penalty shoot-out 3-2 after Thomas Vermaelen struck the post.
The Arsenal skipper had earlier appeared to rescue the Gunners with a header three minutes from normal time to equalise Garry Thompson's first-half volley.
But keeper Matt Duke defied the Premier League side to send the tie to a shoot-out - and glory for Bradford.
The defeat in sub-zero temperatures, and another failure in Arsenal's seven-year quest for silverware, will chill the veins of Wenger as he contemplates the season so far.
In the night's other quarter-final, Andreas Weimann struck twice as Aston Villa came from behind to claim a 4-1 win at Norwich as manager Paul Lambert enjoyed a triumphant return to his old club.
Lambert received a mixed welcome as he walked out at Carrow Road, with a few jeers heard among general applause for the man who masterminded the Norfolk club's meteoric rise up to the top flight from the depths of League One.
However, the former Canaries boss, who is in dispute with his old employers after an acrimonious departure during the summer, enjoyed the last laugh as substitute Weimann hit a second-half brace to turn the tie around after Brent Holman had cancelled out Steve Morison's opener.
Christian Benteke cracked in a fourth during stoppage time to move Villa a step closer to Wembley.