The clash at St Mary's pits the Latics against a club who have achieved back-to-back promotions over the past two seasons and looked at one point last Sunday as if they were going to mark their return to the big-time with a shock away victory over Manchester City, the Saints taking a 2-1 lead in the second half at the Etihad Stadium before eventually being beaten 3-2 by the Barclays Premier League champions.
Martinez has plenty of experience of facing teams who have just come up early on in a campaign, his Wigan side having played Norwich (1-1), Swansea (0-0) and QPR (a 2-0 win) in their first three fixtures last term, and in the previous season, being thrashed 4-0 at home on the opening day by Blackpool.
Those encounters have taught him something City certainly discovered against Southampton if they did not already know - that clubs fresh in to the top tier are generally very unpredictable opponents, and tend to be bursting with energy.
"You know you are going to get something you don't know when you face a newly-promoted side!" Martinez said.
"I think we need to look back at the experiences we had last season where we faced Norwich, Swansea and QPR in the first three games, and probably two years back when we had another newly-promoted side in Blackpool.
"You play a side full of energy and enthusiasm and look at Southampton - if you had any questions about how they were going to adapt at this level, look at the fact that they scored two goals at the Etihad Stadium from open play.
"I think that answers everything. They are going to be brave, really enthusiastic and have a very special environment, and we have to be able to cope with that.
"We have done in the past, and we need to make sure that we are ourselves. It is going to be a tremendous fixture."
Wigan's season also got under way with a defeat last Sunday as they went down 2-0 at home against Chelsea.
The visitors scored twice in the first seven minutes in what proved to be a nightmare introduction to English football for Latics' summer signing Ivan Ramis, the Spanish defender who was left for dead by Eden Hazard in the build-up to the Blues' first goal and then brought down the same player to concede the penalty from which Chelsea doubled their lead.
Martinez was left frustrated by that start to the contest, but was keen to emphasise how pleased he was with the performance his team put in from there - and not least, that of Ramis himself.
"It was a tough start, not just for him but for the whole team - I thought in the first 10 minutes we didn't have that intensity or meaning that we have to have in our performances," Martinez said.
"Ivan got into two situations which were very difficult, but then the response was incredible - he became a leader and someone who wanted to make a real point with his performance, and the second half was a pristine performance from him.
"To be able to do that shows the maturity and experience he is going to bring to the side.
"The way he reacted and responded was a great example for any youngster watching the game."
Martinez is monitoring the fitness of three players ahead of tomorrow's match, while it remains to be seen whether or not forward Victor Moses has already made his last appearance for the Latics.
Wide man Jean Beausejour missed the Chelsea game due to a hamstring problem and will be assessed, along with fellow midfielders James McArthur (back) and Shaun Maloney (dead leg), who both had to be substituted during the fixture.
Moses was one of the hosts' stand-out performers against the Blues and he could be a Chelsea player by the weekend, with Wigan last night confirming they had accepted a bid for him from the London club.