The Latics are five points adrift of 17th-placed Newcastle United with just four games to play this season.
Martinez told reporters: "I heard it could be a distraction but, believe me, it is not a distraction at all. If anything, it is a sense of pride. To be in this position is a huge achievement.
"To be facing the FA Cup final is an historic moment and we are all extremely proud of it.
"We are taking every game in the league with the importance it has. We all understand that is the priority."
Wigan face off against Roberto Mancini's side on May 11.