On the back of victory over Manchester United in midweek, a motivated Latics side opened the scoring on seven minutes courtesy of Franco Di Santo.
The visitors countered quickly from an Arsenal corner, with Jordi Gomez finding Di Santo unmarked in the middle and the Italian lifted the ball over Wojciech Szczesny before volleying it side-footed into an empty net.
The Emirates were in stunned silence 90 seconds later when Gomez doubled Wigan's advantage. Good work from Victor Moses down the left resulted in a low cross which the Arsenal defence failed to clear, and Gomez bundled the ball in from close range.
To make matters worse for the Gunners, Mikel Arteta had to leave the field injured immediately following the goal and was replaced by Aaron Ramsey.
The defender continued his remarkable goalscoring form by converting Tomas Rosicky's cross with a powerful, precise effort.
Fellow centre half Johan Djourou almost equalised minutes later but his snap shot rolled just wide of the post.
Rosicky then had a chance to add his own name to the scoresheet but he could only balloon Robin van Persie's pull back over the crossbar as Wigan entered the break 2-1 ahead.