Michael Laudrup's Swansea side scored a quick-fire double which Wigan failed to cancel out despite Emmerson Boyce scoring what proved to be a consolation goal.
However, the game had its fair share of controversy after Arouna Kone's headed goal - which would have been the equaliser - was ruled out for offside. But TV replays showed that the goal should have stood.
“It’s a big call,” Martinez told Sky Sports. “When I was watching live, it looked level.
“It’s an extremely tight decision, and it’s a shame because it was an outstanding piece of play.
“It was a great finish from Kone and a great ball from Jean Beausejour.
“Sometimes these decisions just don’t go in your favour.”
Despite the result, the former Swansea manager was happy with his players' performance."I think we deserved something, it was the game we all expected in terms of the manner of both teams and the concepts we share," Martinez told reporters.
"We saw a real fight for possession and who would control the game and I thought we did that better than Swansea in the first half. We created better chances and restricted Swansea really well.
"But in these games you need that sharpness in the final third and probably we missed that today."