The Colombian left the Latics in the summer after refusing to sign a new contract and scored his first goal for his new club at the DW Stadium on Saturday afternoon in Fulham's 2-1 victory.
Rodallega is Wigan's all-time leading goalscorer in the Barclays Premier League with 24 and, after a few boos early in the game, he was applauded by the home fans when he chose not to celebrate his bullet header.
The striker was then applauded by all sides of the ground when he was substituted late in the game.
Fulham boss Martin Jol said: "I knew Rodallega would be very eager and motivated to do something nice, to score his goal and that was exactly what he did, so that was ever so pleasing for us.
"He showed respect to the people and they showed him respect as well."
Rodallega's goal came in the 31st minute and Damien Duff added a second for the visitors in the 68th minute before Arouna Kone pulled one back in injury time.
Wigan manager Roberto Martinez said of his former player: "Hugo showed real respect to the fans. It could have been easy for him to celebrate the goal, and rightly so.
"It was a nice gesture from him and the fans recognised that.
"Nothing hurts you more than losing a football game and nothing gives you more happiness than winning a football game so showing the respect of controlling the emotions I think was a nice touch."
Although Rodallega was the headline maker, his goal owed much to the talents of Dimitar Berbatov, who again showed what a great signing he looks set to be.
The former Manchester United man was a class above all afternoon and picked out the head of Rodallega with a peach of a cross, while he was denied three times by Ali Al Habsi as he came close to adding to his two goals against West Brom last weekend.
Jol said: "I always thought he was a fantastic player, the only thing I see now is he can play in a different position as well.
"If you go and play against Wigan in an away game you take a big gamble to play with two strikers. I made the gamble to play with Hugo up top and Dimitar, and he was probably the best number 10 you can ever imagine."
Fulham certainly merited their lead but Wigan only had themselves to blame for failing to pull level.
In the first half Jordi Gomez was desperately unlucky to see his well-struck shot hit the underside of the bar but Kone and substitute Mauro Boselli both missed glorious openings in the second.
They were made to pay when substitute Bryan Ruiz set up Duff for a clinically-taken second, and when Kone did eventually find the net with a crisp turn and shot it was too little, too late.
The result lifted Fulham into the top four, for 24 hours at least, while for Wigan it was a third defeat of the season and left them still without a home win.
Martinez was far from happy with his side but felt the result was harsh, saying: "I don't think we deserved to lose.
"What Fulham did was created a few chances, probably more than we would like. I thought from open play a couple of times we showed a lack of intensity in defence but we had the better chances.
"When Jordi hits the crossbar it seems that it's not going to be your day. Arouna Kone and Mauro Boselli's chances were as open as you're going to get and you need to score goals.
"We need to improve in certain aspects, we can't concede goals so cheaply because then it becomes very difficult to win games."