The Latics are struggling in 19th place in the table with just 21 points from 26 games, and their manager would gladly take another year in the top flight over a day at Wembley
The Latics are in danger of dropping out of the top flight after slipping to 19th place in the table with just 21 points from 26 games, and the relegation battle looks set to go to the wire once again this year.
And while the club's fans may be dreaming of a day out at Wembley and the possible chance of silverware, the Spanish manager believes it would be "irresponsible" to risk their top-flight status for a cup competition.
"It would mean more to me to get a ninth season in the Premier League than to reach the final of the FA Cup," he told reporters.
"I'm not such a romantic for the FA Cup. It can be a fantastic day to challenge for a trophy, but where you really get the benefit as a club is being in the best league in the world.
"If we get to the final and get relegated, it would be devastating and also irresponsible. The reason will be people losing their focus and I will not allow that to happen.
"I don't see ourselves as a cup team. Not now. The moment when we can win a cup will be when we are ready.
"A good example is [Capital One Cup finalists] Swansea. Everything is now in place for them. That is a measurement of many years of hard work for them."
And Martinez insists both he and his players must remain in the here and now if they are to prevent Wigan from falling into the Championship - but believes his squad have the talent to do so.
He continued: "It would be very stupid of any of us to think about the next step in our careers. The moment you think about yourself, rather than the club, the game punishes you.
"We have 12 games left in the league and I am confident because we have players coming back from injury and we’ll have competition for places. Also, we know what we have to do because we have the experience."