The Latics trailed West Ham 0-2 at half-time but hit back in the second half with two goals from Charles N'Zogbia and a well taken strike by Conor Sammon to secure a 3-2 victory, condemning the Hammers to relegation.
Martinez was delighted with the performance, describing it as "phenomenal", but the Spanish boss is well aware his side need to take another three points when they face Stoke at the Britannia Stadium on the final day of the campaign.
"It was a phenomenal game of football. I know sometimes we say that too cheaply, but this game was something unique," said Martinez.
"It was a unique moment in our history and I hope that now we can prepare properly for Sunday and face our second 'final'."
Wigan's victory was not enough to lift them out of the bottom three but they're level on points with 17th placed Birmingham and Blackpool, who occupy the final relegation spot.
Both Wolves and Blackburn, who have 40 points each, can be relegated on the final day and a draw at Stoke could potentially still be enough for the Latics to survive, but Martinez will have his sights set on victory to give his side the best possible chance of avoiding relegation.