The Northern Irishman weighed in with six goals and an assist in eight games over the month, helping the Latics secure promotion into the Championship.
"Will has been excellent for us," Wigan boss Paul Cook told the EFL website. "He's a real handful for defences and continues to find himself in the right place at the right time to score goals."
Grigg, meanwhile, added: "It's great to pick up these awards, but I can't stress enough how much it's been a team effort and the lads have been brilliant throughout and obviously it's nice for me to get the goals but it's been a collective effort and I wouldn't have got the award without them.
"One of the benefits of having such a strong squad is that we were playing Saturday, Tuesday, Saturday, Tuesday and were able to rotate the team and whoever was out there was more than capable of doing the job. It was a massive month for us and when you're at the business end of the season it's really important to get those wins."