Early strikes from Franco di Santo and Jordi Gomez helped Wigan ease their relegation worries with their first points at Arsenal.
Di Santo finished off a break and Gomez tapped in to give the Latics a 2-0 lead after eight minutes.
Thomas Vermaelen's header halved the deficit midway through the first half.
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Martinez predicts tight survival battle
But Arsenal could not find another and wasted the chance to move eight points clear in third, while Wigan are five points above the relegation zone.