Like at Middlesbrough last week, we were left with 10 men for over an hour as this time Gus Poyet was sent off after a challenge with Rovers' skipper Garry Flitcroft.
And Rovers, already a goal up, cashed in with a clinical display of forward play as the likes of Cole, Yorke and Duff were handed the room to show their skills.
Rovers began well and went ahead in the fourth minute with a classic Yorke-Cole combination, Yorke into Cole and a clinical finish across Kasey Keller into the bottom corner.
Once again, it was all about possession without creating a clear-cut chance for the next 25 minutes. Keane was inches away from Carr's cross, Andy Todd denied Matt Etherington with a fine tackle, Chris Perry's diving header was a yard over and Sheringham rose high to head over from Etherington's corner.
Then the game changed. Poyet and Flitcroft went in for a tackle, Flitcroft was left clutching his knee and referee Andy D'Urso, without hesitation, sent Poyet off.
The next 10 minutes were fiery but Rovers grabbed the crucial second a minute before the break with a classic Hignett volley from Perry's clearing header.
It got worse immediately after the break as Cole broke into the box, Carr blocked Yorke's attempt but the ball fell nicely for Duff to slide home from close range.
Our best chance arrived after 57 minutes when Redknapp threaded a pass through to Keane but PFA keeper of the season Brad Friedel was up to the task and deflected the one-on-one chance wide with his knee.
The visitors fourth goal followed within two minutes of that chance. Duff broke onto Yorke pass, skipped around Perry, was driven wide by Keller but squared for Cole to bundle home.
The rest of the game was instantly forgettable and played at a pre-season friendly pace. Cole should have done better from close range, Redknapp's 25-yarder went straight at Friedel and Keller - ever-present this season - saved well from Yorke one-on-one.
MINUTE BY MINUTE GUIDE
4mins: GOAL. Yorke into Cole, left side of box, clinical finish across Keller into the bottom left corner. 0-1.
12mins: Decent spell of possession ended with Keane inches away from Carr's cross.
14mins: Great tackle by Todd to deny Etherington a clear run at goal from Sheringham's pass.
15mins: CLOSE. Perry diving header from Carr's free-kick just over.
20mins: Poyet's near post effort deflected wide by Taylor.
22mins: YELLOW. Neill for foul on Etherington.
25mins: Sheringham header from Etherington's corner sailed a yard wide.
32mins: RED. Gus Poyet sent off by Andy D'Urso after 50-50 tackle with Flitcroft.
34mins: YELLOW. Taricco for tackle on Duff.
34mins: Duff clipped free-kick just over from 20 yards.
41mins: Duff break into the box, cutback superbly cut out by Perry.
44mins: GOAL. Perry's header clear met on full volley by Hignett into the bottom corner from 20 yards. 0-2.
Half-time: Spurs 0-2 Blackburn
Half-time: SUB. Dunn for Flitcroft.
47mins: GOAL. Cole low cross to Yorke, last-ditch block by Carr but ball broke loose to Duff, who tucked it away from five yards. 0-3.
51mins: Teasing Duff cross headed wide by Cole.
57mins: SAVE. Redknapp released Keane on goal, Friedel up to the task, deflecting effort wide his knee.
59mins: GOAL. Duff onto Yorke pass, skipped around Perry, driven wide by Keller but squared for Cole to bundle home. 0-4.
60mins: SUB. Ziege for Taricco.
62mins: SUB. Johansson for McEveley.
64mins: CHANCE. Cole didn't get hold of ball 10 yards out, shot straight at Keller.
65mins: Redknapp 25-yarder straight at Friedel.
69mins: SUB. Toda for Redknapp.
70mins: SAVE. Yorke onto Perry slip, through on goal, Keller stood strong to block.
72mins: Patient play from Rovers ended with deep Duff cross for Neill to volley over.
75mins: SUB. Jansen for Hignett.
86mins: Sheringham low shot gathered comfortably by Friedel.
Line-ups: Spurs: Keller, Carr, Taricco (Ziege, 60), King, Perry, Redknapp (Toda, 69), Poyet, Davies, Keane, Sheringham, Etherington. Subs: Sullivan, Acimovic, Bunjevcevic.
Blackburn Rovers: Friedel, Neill, Todd, Taylor, McEveley, Flitcroft (Dunn, 45), Tugay, Hignett (Jansen, 75), Duff, Cole, Yorke. Subs: Kelly, Suker.
A sad end to the season and a sad end to Teddy Sheringham's time at the Lane as, ultimately, an early sending off cost us dearly again.