Goals from Shaun Maloney and Callum McManaman helped the Latics to a comfortable 2-0 win over Millwall but, despite having a number of games in hand in the league, they fell into the drop zone ahead of their clash.
Martinez's side have seven league games remaining, with Manchester City, West Ham and Wigan to come in April and the Spaniard is relishing the challenge.
He told Sky Sports: "The last few seasons our aim is to obviously stay in the division and to fight against relegation.
"It was a completely different way to go out and express yourself and fight to win something and it was a unique moment.
"It's a special day in the calendar to look forward to even though it's all about normality and focusing on our work in the league which is the real priority of our season."
Martinez feels his side can take the momentum of reaching their first ever FA Cup final into their remaining league matches.
"It's been a period where we've been working really hard behind the scenes to allow the football club to go with three or four competitions in the season and I think if anything the club's success has helped us to face any sort of game that we got as a team," he said.
"We've the youngsters that have had opportunities to show what they can do. They showed that they're ready to help the team and that's given us a freshness about us.
"If anything both competitions go hand-by-hand and now the FA Cup final is an incredible reward, but every player knows that that only way to get there is by performing well in the league and by winning football games in the league otherwise it will never happen."