Drained after winning the FA Cup for the first time on Saturday, Wigan crashed back to earth with a 4-1 loss at Arsenal on Tuesday to be relegated after eight seasons in the Premier League.
"The FA Cup is an achievement we will never lose as a club. It is our first silverware, but it is a real shame it happens in the same season as relegation," Wigan manager Roberto Mancini said. "You don't normally get teams good enough to win the cup going down."
In fact, it has never happened to an FA Cup winner in the same season.
Meanwhile, Arsenal reclaimed fourth place to sit a point above Tottenham going into the final round of matches on Sunday.
Manchester City, in its first game since Roberto Mancini was fired, swept to a 2-0 victory at already-relegated Reading to secure second spot after having already conceded its league title to Manchester United.
Mancini's final match in charge of City was the surprise 1-0 loss to Wigan at Wembley Stadium.
Now Wigan is going from the highest point in its 81-year history to one of its lowest.
"It's not one of the things to be too sad about — it's the opposite," Martinez said. "It's time to look back — to have eight seasons at this level is incredible ... it's time to be proud of what we've done in eight seasons and the culmination with the FA Cup."
Wigan conceded after just 11 minutes, with Lukas Podolski heading home from Santi Cazorla's corner, but levelled just before half time from Shaun Maloney's free kick.
Wigan posed a threat at the start of the second half but was denied by goalkeeper Wojciech Szczesny before Arsenal became a more ruthless attacking unit.
Theo Walcott nudged Arsenal in front in the 63rd minute from Cazorla's cross and Podolski clipped in another five minutes later.
Aaron Ramsey completed Wigan's misery in the 71st.
"We have conceded far too many goals," Martinez reflected on the season. "Going forward we have been magnificent, I think it's been our best season in terms of performances, but the injuries in the back line are something I have never seen before.
"To have four, five, even six players missing in the back line and our keeper affected with injury - our captain Antolin Alcaraz, Ivan Ramis out for the season, Ben Watson with a broken leg, (Jean) Beausejour, (Maynor) Figueroa.
"We have to have so many different partnerships and keep changing, and that caused us problems."
Arsenal, having made its worst start to a season since Arsene Wenger took charge in 1996, now looks like heading back into the Champions League going into Sunday's finale at Newcastle.
"It is all open, but it depends on our result," Wenger said. "Even third place is not out of sight if we win the game.
"I am confident because we have experience, we play for a long time under massive pressure and we have always found the solutions with the problems that we have faced."
City's final match against Norwich will come at the end of a week of difficult week for City, which is now preparing to appoint Mancini's replacement before resuming the search for silverware next season.
It was a routine victory in Reading for interim manager Brian Kidd.
A slick routine from a corner between Gareth Barry, David Silva and James Milner led to the ball being played across for Sergio Aguero to powerfully strike into the net in the 40th.
The win was wrapped up in the 88th by Edin Dzeko after Silva slipped the ball through the substitute.
"It's all credit to the players— they are the ones who have had to put up with stuff off the pitch," Kidd said. "I am pleased for them because it would have been a travesty if we hadn't finished second.
Reading and Wigan are joining Queens Park Rangers back in the second tier next season.