Rovers held out with 10 men in the closing stages after Garry Flitcroft was sent off for a second bookable offence.
Blackburn manager Graeme Souness said: "We didn't play near what we're capable of, but we rode our luck. Brad Friedel had a very good game. But you need your goalkeeper to play well if you're going to win at Highbury.
"We defended with a lot of grit. We played better in the second half. It was as if we could hardly believe we'd taken the lead so early and Arsenal pounded us towards the end of the first half."
Blackburn's hero was USA keeper Friedel, who made a series of fine saves, including a brilliant close-range parry from Thierry Henry, a tip over from substitute Dennis Bergkamp's shot and another close-range block from Sylvain Wiltord.
Arsenal looked a shadow of the side that started the season in such dominant style. They seemed tired and lacked a cutting edge. They clearly missed the midfield drive of suspended skipper Patrick Vieira.
The introduction of Bergkamp and Robert Pires failed to revive them, while the centre-back partnership of Sol Campbell and Pascal Cygan looked edgy.
Yorke slipped between them to collect Egil Ostenstad's pass and lift the ball over David Seaman for Blackburn's winner.
Yorke was also involved in Blackburn's sixth-minute opener. His cross carried no threat until Edu stuck out a foot and the ball looped over the stranded Seaman. The Brazilian made amends in first-half stoppage time. His 20-yard free-kick beat Friedel for the equaliser, after Nils-Eric Johansson fouled Lauren.
Flitcroft was booked in the 76th minute for a foul on Gilberto Silva. The red card followed three minutes later after his tackle on Freddie Ljungberg, but Blackburn held out to go seventh in the table.