The Latics are yet again involved in a relegation battle and are currently 17th in the division.
However, the Spaniard has revealed that he views their appearance in the showpiece final against Manchester City on May 11 as a way of eventually taking the club forward in the league.
"It is just winning that perception from the outside and winning the cup final would be an incredible way to do it," he told The Telegraph.
"I don't want an average team that is trying to fight relegation every year. I want a big-club mentality with our own way of playing where we can compete against anyone, right until the end fighting for silverware and trying to get into Europe."
"We have to be in the Premier League. It's vitally important. If we were in the Championship, [European football] would just be a distraction. The right way to enjoy it is by still being in the best league in the world and moving into the next level in the table."
Martinez's side beat West Bromwich Albion 3-2 at the DW Stadium yesterday.