Wigan, having secured a sixth season in the top flight, have little to play for but Martinez has no intention of letting Carlo Ancelotti's men ease to victory.
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"We are not going to just turn up and be another team at Stamford Bridge.
"We will approach it in a manner where we want to hurt Chelsea on the day.
"It is going to be difficult but the players have huge belief that we can go to Stamford Bridge and make things very, very difficult.
"Mentally we are prepared to go there and do as well as we can."
The odds are against Wigan but they know from experience the Londoners are beatable, having shocked them 3-1 at the DW Stadium in September.
Having never beaten one of the 'big four', Wigan were given little hope then but not only won, but also went on to claim surprise home wins over Liverpool and, last month, Arsenal.
Martinez added: "The Chelsea performance was really, really pleasing the way we stopped them from being Chelsea. We were the better side.
"We had a few chances in the first half and we got a goal from a set play.
"In the second half when Chelsea scored the equaliser I just felt it was a real test how we would react to that.
"To finish the game and win we got rid of that mental block that Wigan Athletic would never be able to beat the top four.
"We are going to approach it on Sunday in the same manner."
Despite their victories over three of the big four, Wigan have been inconsistent throughout the season.
They have been thrashed 9-1 by Tottenham, 4-0 by Portsmouth, 5-0 by Manchester United and 4-0 by neighbours Bolton.
Survival was only assured with their dramatic comeback win over Arsenal and they are still just seven points above the relegation zone going into their last game.
Martinez, however, has seen plenty to give him reason for optimism next season.
He said: "We are lacking in experience, we are lacking in know-how and that is why we are a little bit inconsistent from one week to another, depending who we are playing against and the challenge we face on the pitch.
"What pleases me is with a team like ours with young players and a new group we have been able to perform on the day against Chelsea, Liverpool, Aston Villa away and Arsenal.
"That is where the dreams of the future should lie."