The Latics trailed 2-0 at Stamford Bridge following Ramires and Eden Hazard goals, but Shaun Maloney's fine finish reduced the arrears and there was a period when the game could have gone either way.
Frank Lampard and Marko Marin scored in the final few minutes to give Chelsea's victory a flattering look, and Martinez refused to get too downbeat after the match.
He told Sky Sports: "We were always in the game. I think there were a couple of late goals where we left ourselves exposed because we wanted to get something out of the game, but we were well in the game and always looked dangerous at 2-1.
"In many ways I thought we showed many good things that will help us in the next 12 games.
"I think the big difference is that when you get into good positions you need to score, and the first Chelsea goal is a clear example of counter-attacking football.
"But overall we never lost the way we wanted to play and in a specific period of the second half we were unlucky not to get an equaliser."
Martinez was particularly keen to praise Maloney for his goal, saying: "It was as good as it gets. To have that composure and ability to get the ball round Petr Cech and finish it was a phenomenal piece of football.
"To find that quality from Shaun Maolney is very pleasing and that is something that will be very important from now until the end of the season. There were many good aspects that will help us in the final third of the season."
The result kept Wigan in the relegation zone but Martinez is confident they can still stave off the drop.
He said: "We know what we have to do. We have to be as good as we can be for the next 12 games and we are ready to take that challenge head on as a football club."
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