And the hero of the day was outside half Joe Deacon who bagged 11 points with the boot thanks to a hat trick of penalties and a conversion.
Blues high performance manager Gafyn Cooper said, "We were excellent on a very difficult night for rugby.
"The wind blew and it rained from start to finish, yet we rose above that and came away with a thoroughly deserved win."
Christian Phillips scored a first half try for the Ospreys and converted his own second half score to keep the Ospreys in touch.
However, a first half try from Luke Far and a Deacon penalty edged the Blues in front and after the interval Jake Thomas crossed for his side's second try and Deacon added a couple of penalties and a conversion.
Meanwhile the Scarlets bagged a last gasp try at Stradey Park to snatch a share of the spoils against the Dragons.
Daniel Newton gave the Scarlets a deserved first half lead courtesy of a penalty but after Adam Hughes had crossed for the Dragons shortly after the interval, the Dragons went further ahead courtesy of a pently from their outside half David Langdon.
In the end it was left to Simon Gardner to claim a point - 8-8 - with a try in the closing seconds.
The Scarlets did have an opportunity to bag their first win of the season in injury time, but the Dragons held on and took a deserved point away with them.