The Welsh international took full advantage of Blues' inability to convert their chances when he scored a spectacular winner in the 77th minute with a tremendous wind assisted drive.
It was another frustrating game for Blues who are definitely missing the considerable influence of injured on-loan striker, Mikael Forssell.
Fulham, despite being under heavy pressure for long periods made Blues pay for their weak finishing in the early stages of the game at St Andrews.
Dwight Yorke was first to squander a glorious chance in the 17th minute when he made contact with a Jamie Clapham cross but shot straight at goalkeeper Mark Crossley.
Fulham, beaten in their last three matches, were far from impressive on their second visit to the Midlands in the space of five days and when skipper Andy Cole got any service from his team-mates he was generally well held by Blues skipper Kenny Cunningham.
Crossley, meanwhile, continued to distinguish himself as he made a brilliant diving save from a Jesper Gronkjaer cross-shot after the Danes scintilating sixty-yard run.
In a strong wind, Blues had the upper hand but they contrived to waste good opportunities with Jamie Clapham the next to drive a right foot shot just wide when well placed.
Maik Taylor was a lonely spectator for a long period, but he was alive to the situation when he had to make a late desperate save to keep out a Claus Jensen shot which took a late deflection.
When these two teams have met in recent times there have been fireworks but it was not the case on this occasion although Cole was cautioned for a reckless challenge on Gronkjaer 18 minutes into the second half.
For Blues, Darren Anderton was enjoying a good game in the middle of the park whilst Gronkjaer and Julian Gray displayed some silky skills on the flanks but for all their dominance Blues couldn't make the breakthrough.
Gray was next to reflect on what might have been as he saw his right foot volley parried away by Crossley.
The first real threat from the visitors came in the 65th minute when Matthew Upson twice failed to make contact and allowed Cole to break down the right before providing a low cross for Jensen but after the Dane had rounded Taylor his close-range effort was cleared near the line by Cunningham.
Steve Bruce replaced the tiring Yorke with Stan Lazaridis in the 73rd minute hoping the Aussie winger may provide an opening in this his first taste of match action for seven weeks.
However, just four minutes after his introduction the Londoners took a shock lead very much against the run of play when the unmarked Pembridge rammed home a terrific cross-shot from just outside the penalty area.
Heskey again went close as Blues threw the kitchen sink at Fulham. The Blues striker's fierce drive looked destined for the net until Crossley again came to Fulhams rescue and Blues were out of the Carling Cup for another season.