The Latics slipped to a disappointing 1-0 reversal against the Premier League new boys at the DW Stadium on Tuesday.
That result was offset by an impressive 2-0 victory at Aston Villa on the opening day, but consistency is what every side strives for.
With Manchester United up next for Wigan, Martinez knows life at the top is never easy, but the Spaniard insists his side will be ready when the reigning champions roll into town on Saturday.
"We will learn a lot from the Wolves game but this is a totally different scenario," he said.
"We came in to play at home (against Wolves) with great expectations after the result at the weekend and that is something new for us.
Frustrating"Physically we need to recover but also mentally. The players need to get back to the levels that they need to be able to enjoy their football and perform.
"Obviously Manchester United are one of the best teams in the world and they will test us.
"It is important we are as good as we can be and we couldn't be like that against Wolves and that is disappointing and frustrating.
"But you learn a lot more from these situations and it is going to be a great lesson for us to keep improving.
"We can't afford to fall behind early against United because it then becomes a very long game.
"The margin of error is the biggest difference in the Premier League but it is the same as anything, you have to be at your best as a team otherwise you are going to find it very difficult."