However, Martinez hopes that his players can now build on their historic triumph.
"I don't think we have time to look back too much, because with the position in the table we are in, we have to achieve our aim," he said. "If we don't, the performance against Manchester United will count for very little.
"We need points, we need to work extremely hard in the next five games and we cannot lose concentration."
Wigan, who are two points above the relegation zone, travel to Arsenal in the league on Monday night.