The FA Cup winners' relegation was also coupled with Arsenal's move into the top four with the emphatic home win at the Emirates Stadium.
It was always going to be a big ask for the Latics to lift themselves for such a huge game just 72 hours after their glorious Wembley victory over Manchester City, and so it proved.Lukas Podolski nodded the Gunners in front on 11 minutes, but Shaun Maloney gave the visitors hope when he crashed home a free-kick on the stroke of half-time.
However, three goals in the space of eight minutes just after the hour from Theo Walcott, Podolski and Aaron Ramsey meant there was to be no fairytale ending for Roberto Martinez's men, despite another brave crack at the Great Escape.
Wigan had named an unchanged side from the one which famously beat Manchester City on Saturday, meaning goalscorer Ben Watson started on the bench. England midfielder Jack Wilshere, who is set for an operation on his troublesome ankle at the end of the season, was again among the Arsenal substitutes.
As the rain fell on north London, it was the home side who took an early lead. A corner from the left was chipped in by Cazorla, and the ball dropped into space in the six-yard box, where Podolski stooped to nod it past Joel Robles.
Wigan, though, soon caused panic in the Arsenal box as a deep ball picked out Arouna Kone, and defender Laurent Koscielny had to hack clear as Wojciech Szczesny rushed out of his goal.
Arsenal almost produced a carbon copy of their opening goal from a corner on 38 minutes, but this time Koscielny stabbed the ball wide.
Referee Mike Dean drew the wrath of the home crowd on the stroke of half-time when he awarded a free-kick after Mikel Arteta had tracked back to go shoulder to shoulder on Maloney, who tumbled over five yards outside the box.
Maloney got up and whipped a brilliant dead-ball effort up and over the wall, down into the bottom right corner - which sparked wild scenes of celebration from the small travelling contingent.
That was, though, almost on at the start of the second half when Kone played a neat one-two and burst into the Arsenal penalty area before rifling an angled shot at Szczesny, who saved well at his near post before James McCarthy then saw his effort ruled out for offside.
Arsenal broke away down the right through Walcott, and his cut-back found Cazorla, but the Spaniard's shot and follow-up effort were saved before Tomas Rosicky slid the loose ball wide.
Then came the eight minutes which boosted Arsenal's Champions League prospects and ended Wigan's hopes of survival.
A swift 63rd minute break put Cazorla away down the right, and his perfectly-weighted cross into the penalty area was clipped home by Walcott.
Wigan made a change as Watson came on for Jordi Gomez.
However, there was to be no fairytale ending for the Latics as Podolski made it 3-1 in the 68th minute. Cazorla was again the provider, his cushioned header putting the German clear, played onside by a meandering Paul Scharner, and he nodded the ball over the keeper.
Ramsey crashed in a fourth on the break in the 71st minute after collecting the ball down the left channel, surging into the penalty area and smashing past Robles into the roof of the net at the near post.
Wilshere came on for the closing stages, as did Alex Oxlade-Chamberlain to further stretch the beleaguered Wigan backline, but the damage had already been done earlier in the campaign.
While the Latics must now regroup for the challenges of the npower Championship, Arsene Wenger's men will head to Newcastle in the knowledge victory on the final day would secure another crack at taking on Europe's elite once again.