The Latics endured a hectic month as they had numerous league games in hand to get through due to their FA Cup quarter-final run.
Despite the daunting schedule, Wigan drew with promotion rivals Blackburn Rovers and Scunthorpe United before beating Bradford City, Walsall, Bury and Oldham Athletic by a 9-0 goal differential.
"Am I happy to get March's award? I'd much prefer to get April's! If I was sitting here with April's award it would mean that we've had a fantastic end to the season," Cook told the EFL website.
"After Monday's defeat at Portsmouth, we're still very much in the race with two other teams who are both having outstanding seasons.
"We've got eight games to go, and like I always say, it's in our hands now, and as the games filter down wins become massively more important.
"For us, it's about being focused, enjoying the run in but we've got great players in our team. I've got great belief in the players and we'll soon find out what it brings."