Despite reaching the FA Cup final with a 2-0 win over Millwall, the Latics manager insists the main focus for him and his players is still the battle against relegation
The Latics have the chance to lift the trophy for the first time in their history when they take on Manchester City at Wembley on 11 May.
But the Spaniard insists Wednesday night's game against Roberto Mancini's men in the Premier League holds the same importance.
"We've got such an important game on Wednesday that there was no time to celebrate [the semi-final win]," Martinez told Sky Sports.
"When the time comes to pick the competition up again - when the FA Cup final is in front of us - then we'll be able to get into that mood again but I thought that we switched straight back into normality on Sunday.
"We had a good day's work and now we're just focusing on what we've got in front of us which is of major, major importance - and that's the way we want it.
"When you're at this stage of the season and you're still involved in two competitions and every game has an incredible meaning, it gives you that sense of focus and that's what I've seen at the training ground."
The Wigan boss said he was pleasantly surprised by the ease in which his players dealt with the occasion of a Wembley semi-final.
"The players have been able to enjoy their football - the way we played in the semi-final was 'ourselves' - which impressed me a lot because we've never been to Wembley in this competition so it was a real test to see if we could be 'ourselves'," he added.
"I thought the players looked very relaxed, very mature and played in the manner that they normally play every game and I think that speaks volumes about the mentality of this group of players."