Wigan's achievement in reaching this month's Wembley showpiece for the first time in their history is being overshadowed by yet another battle against the drop in the Barclays Premier League.
Latics are five points from safety with just four games to play.
They do have a game in hand on their relegation rivals but their fixtures must be fitted around the final on May 11.
That means nervy midweek games either side of their trip to Wembley but Martinez denies it is a complication.
The Spaniard said: "I heard it could be a distraction but, believe me, it is not a distraction at all.
"If anything, it is a sense of pride. To be in this position is a huge achievement.
"To be facing the FA Cup final is an historic moment and we are all extremely proud of it.
"That gives you a positive feeling - around the town, around the fans and around the dressing room.
"We are taking every game in the league with the importance it has. We all understand that is the priority.
"But having an FA Cup final is a fantastic reward to fight for in the league.
"From the players' point of view, that is what you are fighting for at the end of a game in the league.
"That is going to help us perform as well as we can in the next four games in the league."
Wigan were denied victory after conceding a last-minute own goal equaliser to Tottenham last weekend.
That came after good performances, but in losing causes, against Manchester City and West Ham.
Martinez knows luck needs to turn quickly but is not expecting favours against mid-table sides that might have little to play for, in West Brom and Swansea, in the next two games.
He said: "If anything, it can be quite tricky to play those sides because they can relax, they can be confident about what they do.
"I have never seen a situation where a team plays for nothing.
"Probably the aim of the team is done but, individually, every player plays for their own situation - for contracts, or whatever.
"In this league, if you are not 100 per cent, you have got no chance to get points and that is the message for Saturday.
"I don't think you would expect West Brom to take the foot off the pedal at all.
"I don't think that goes with their make-up, it is not the way they have been playing this season.
"They have been brave, going from game to game, coping with bad results in a remarkable manner.
"I don't think the team will ever accept this is the end of the season.
"We are facing a team who are going to be relaxed, very composed about what they do and focused on winning every point they have got left.
"We know we are going to face a very difficult side on Saturday."
Wigan are 18th in the table, the final relegation spot, on 32 points.
Aston Villa, Sunderland and Newcastle are level on 37 above them with Norwich a point further ahead.
Supporters will inevitably be keen to know scores from elsewhere as Latics travel to The Hawthorns but Martinez is focused only on his own task.
He said: "We are concentrating on the West Brom game. Saturday is a very important game for us.
"Every time you get an impressive point, like against Spurs, whether it is really impressive or not depends on the next result.
"A good draw becomes a fantastic draw if you can follow it with a victory. If not, it becomes two points dropped.
"The only thing you can control is your performance.
"I think the perfect scenario is to get to that level of 40 points.
"We have got four games left, a real advantage we have got is we have an extra game.
"We have to approach each game knowing it is a unique opportunity to get points and show the biggest strength - how we have been playing of late. That will allow us to compete for those points."
Wigan will have to make an enforced defensive change after Maynor Figueroa was ruled out for the remainder of the season with the groin injury suffered against Tottenham.
Ronnie Stam could come in with Antolin Alcaraz not quite ready to return from a hamstring problem.