Had results been different over the past couple of weeks, victory today may have kept the Latics up and sent Villa down, but instead the hosts went into the final game knowing their eight-year stay in the top flight was over.
Relegation came only three days after the finest day in Wigan's history when they beat Manchester City at Wembley last Saturday to win the FA Cup, and the trophy was displayed on the pitch before and after today's game.
There was no doom and gloom around the DW Stadium and thousands of fans stayed after the match to cheer the Wigan squad.
Martinez said: "I'm very proud. When you enjoy the moments that we had with our fans, you can only feel proud.
"It's been an emotional week. We're always a unique football club, we've been doing that season after season. Even in relegation, we have to do it in the most unique way - winning the FA Cup and getting relegated, the first team that has ever done that.
"It's been a rollercoaster of emotions this week but when you have the supporters that we have, they are the reason why we are so proud of our football club.
"We need to get stronger in the league and regain our Premier League status. I think, over the last eight seasons, we've made sure everyone knows Wigan Athletic belongs at this level."
Wigan started slowly and Darren Bent, making his first start since January in place of the suspended Christian Benteke, scored his first league goal in eight months less than five minutes in.
But the Latics improved and levelled in the 21st minute with a header from Emmerson Boyce before taking the lead on the stroke of half-time when Ashley Westwood's goal-line clearance hit Villa defender Nathan Baker.
Ron Vlaar levelled things again just after the hour mark with a brilliant volley, and that was the way it stayed, although James McArthur nearly won it for Wigan with an equally spectacular effort that hit the bar.
Attention at the DW Stadium will now turn to whether Martinez will stay at the club he used to play for and has managed for four years.
The Spaniard, who has been heavily linked with Everton, will meet chairman Dave Whelan in eight days' time to discuss those matters after the dust has settled.
He said: "Sometimes it's good to have a little bit of breathing space and reflect and make sure we sit down with the chairman and make the right decisions.
"But that doesn't mean anything (is decided). Next season for Wigan is an incredible campaign. It's the first time we're going to be in Europe, and we don't go into the qualifying rounds, we go straight into the group stages, which means you've got six games guaranteed.
"We've got to defend the FA Cup, and then you're involved in a competition where you have to play 46 games. We need a large squad, we need the youngsters to be ready.
"You saw today three or four players who have been working extremely hard. The structure's working at the football club and we need to be very excited for the future.
"We've got the best chairman ever. He said this morning he won't stop until he gets Wigan Athletic back into the Barclays Premier League, and when he says something like that, you better believe him."
For Villa, the end of the campaign brought relief that they will have another Premier League season to look forward to.
Boss Paul Lambert said: "It's been really hard. Especially in that Christmas period when we couldn't get a win. But the big thing was the crowd stayed with it. I think that was a very telling factor.
"Because we were in a transitional period, we knew we had to come through it. I think the club would have kept on sliding. We had to strip it right back and get it going.
"(Chairman) Randy Lerner's been absolutely fantastic with us. He knows the philosophy, that we're trying to build the club. And you see that performance and the performances of the last five months, it's been extremely high."
Lambert also went back onto the pitch after the game accompanied by former Villa midfielder Stiliyan Petrov, who announced his retirement earlier this month because of his fight against leukaemia.
The Villa boss said: "That was nearly a tearjerker, that was tough. To be fair to the Wigan fans, they even gave him a great reception, and that was an emotional moment. You could see how he feels about the crowd and the way he is."