Arsenal scored the only goal of the game when Mikel Arteta put away a 60th minute penalty after Theo Walcott was brought down in the box.
But the Gunners lived dangerously for most of the second half, as Wigan looked the most enterprising side, and should have been awarded a 91st minute penalty.
Some Wigan fans would feel slightly victimised as referee Jon Moss, who came into the tie with a reputation for awarding home ties penalties, failed to heed two late calls, as Wigan pressed for the equalizer.
And the north west team would kick themselves as they created a host of chances late on, but lack of compuse and poor finishing in front of goal robbed them of a much needed equalizer.
The result meant the Gunners crept into the top four in third position, but Wigan remain in the bottom three.