Roberto Martinez's men still sit at the bottom of the pile but the importance of McArthur's 75th-minute strike will not be underestimated as it drew Latics back into the pack.
McArthur swept home the rebound after Victor Moses' effort had struck Bolton keeper Adam Bogdan and rebounded into his path - and it was everything the visitors deserved.
Martinez's side largely dominated against a flat home side with huge problems of their own. Gary Caldwell scored their 43rd-minute opener before Mark Davies equalised on 67.
And to cap Wigan's wonderful day, former Trotters keeper Ali Al Habsi pulled off a sensational late save to deny Bolton debutant Ryo Miyaichi an equaliser.
Caldwell's headed opener had been the least the Latics deserved for dominating a nervy and disjointed first period in which the home side seldom threatened.
The best Owen Coyle's men could muster was a second-minute cross from Martin Petrov which was bundled out for a corner by captain Caldwell.
The visitors grew in confidence and Victor Moses came close to grabbing an early lead when he skipped between two defenders before ramming a rising shot into the side netting.
Zat Knight scooped a shot over the bar for Bolton and Franco Di Santo screwed a long-range effort over for Wigan in response but scrappy build-up play was letting both sides down.
In what was plainly a scrap between strugglers, Wigan were having much the better of possession and Jordi Gomez was not far from getting his head to a Jean Beausejour cross.
Pinned back in their own half, Coyle's men were frankly dismal, and it was only Wigan's chronic lack of a final ball that was keeping the home side level.
The visitors finally broke the deadlock two minutes from the break when Beausejour sent in a corner from the left and Caldwell rose to nod home unchallenged.
Forced to go on the offensive, Coyle replaced Petrov with the on-loan Arsenal teenager Miyaichi at half-time, but it was the visitors who continued to press forward.
More dithering in the Bolton backline let in Emmerson Boyce to strike a low shot just wide of Bogdan's right-hand post when he should have done better.
Di Santo was denied a penalty when he fell under Knight's challenge in the box and Boyce also had a loud appeal rejected after tussling with Miyaichi.
Wigan came close to extending their lead on the hour when Moses skipped past Sam Ricketts and fed McArthur, who drove low straight at Bogdan.
After promising work from Miyaichi, Bolton finally crafted their first shot on target in the 61st minute when David Wheater's long, low drive was gathered by Ali Al Habsi.
And they snatched an equaliser six minutes later when Bogdan's long goal kick deflected off David Ngog and fell to Davies, who crashed his left-foot shot into the top corner.
Miyaichi had his moments in the inevitable storm that followed, but Bolton paid the price for more sloppy defending in the 76th minute as Wigan regained the lead.
Ricketts' attempted back header gave Moses a clear run on goal on the left and when his shot struck Bogdan it rebounded to McArthur to follow up into the net.
The impressive Miyaichi came close to grabbing a dramatic equaliser on 85 minutes when he lashed a low shot goalwards but was brilliantly denied by Al Habsi.