The Latics' last win over the Cottagers was in 2006, and their most recent clash in September ended in a 2-1 home defeat to Martin Jol's side.
Currently sitting inside the relegation zone, Martinez is aware Wigan will need to pull out all the stops to leave Craven Cottage with a win.
"The last three games we've played against Fulham we've been very unfortunate. It's hard to explain how we lost the previous two games at the DW Stadium," he said.
"The last game we had at Craven Cottage it was a very late deadball situation, and after getting ourselves in front we couldn't get a positive result.
"The approach is very clear. We need to be playing well enough and work hard enough to make sure we become a lucky team on Saturday."
A string of poor results has seen Wigan take only one point from six games during November and December, and although they produced an impressive 3-0 victory at Aston Villa on December 29, a heavy home defeat to Manchester United saw them drop back into the bottom three.
Martinez can see plenty of positive signs, though, saying: "It's not frustrating, it's a challenge. We know why we're there.
"The important step now to take is how we're going to change that situation and how we're going to make sure we can carry on performing in the manner we have in the majority of games this season.
"Our performances have improved in terms of the consistency we've shown from last season. It's true we need to affect both boxes better, we cannot keep conceding two goals in a game when teams have only three shots on target.
"Those small aspects are reflected in the scorelines and that's the next piece of work for the second half of the season. But I do feel every day we're stronger, we're getting bodies back, and we're really excited to look forward to the rest of the season."