The Latics have reached this month's FA Cup final for the first time in their history, but this achievement could be overshadowed by their slide towards relegation.
Martinez's men are five points from safety with just four games to play, including midweek fixtures either side of their trip to Wembley, but the Spaniard refuses to take any negatives from their cup run.
"I heard it could be a distraction but, believe me, it is not a distraction at all," he said.
"If anything, it is a sense of pride. To be in this position is a huge achievement.
"To be facing the FA Cup final is an historic moment and we are all extremely proud of it.
"That gives you a positive feeling - around the town, around the fans and around the dressing room.
"We are taking every game in the league with the importance it has. We all understand that is the priority.
"But having an FA Cup final is a fantastic reward to fight for in the league.
"From the players' point of view, that is what you are fighting for at the end of a game in the league.
"That is going to help us perform as well as we can in the next four games in the league."
Wigan travel to West Brom on Saturday and the hosts appear to have little to play for after achieving mid-table security, but Martinez believes the Baggies could play with more attacking freedom.
"If anything, it can be quite tricky to play those sides because they can relax, they can be confident about what they do," he said.
"I have never seen a situation where a team plays for nothing.
"Probably the aim of the team is done but, individually, every player plays for their own situation - for contracts, or whatever.
"In this league, if you are not 100 per cent, you have got no chance to get points and that is the message for Saturday.
"I don't think you would expect West Brom to take the foot off the pedal at all.
"I don't think that goes with their make-up, it is not the way they have been playing this season.
"They have been brave, going from game to game, coping with bad results in a remarkable manner.
"I don't think the team will ever accept this is the end of the season."