The Brazilian struck just 100 seconds after Joao Gomes, helping Wolves overcome a tough start in challenging conditions at Ewood Park.
Cunha, fresh off signing a new contract, hopes to continue the cup run and fulfill his dream of playing at Wembley in gold and black.
On the win, he stated: “It's a pleasure to score and to play with these guys. Of course, this is the one competition that everyone dreams about to go to Wembley one day.
“Last season, we did well and we nearly got there, and again this season our focus is to win the games and I hope the dream come true and I can play there one day with the Wolves.”
On progressing, he added: “No, never when you go onto the pitch do you feel like this kind of confidence to win the game. You need to feel the game at the start and after then other things are coming.
“But we knew what it would be like to come here. The pitch today was not the best one, but you understand the weather didn’t help us either, it was windy a lot, so to come here is hard, but we did the job, and we feel very happy.”