The Spaniard signed for Wigan as a player in 1995 when, as a member of the `Three Amigos', he was joined at a crumbling Springfield Park by countrymen Jesus Seba and Isidro Diaz.
The Latics were then playing in the bottom division but Martinez insists that the prospect of one day becoming a top-flight club was never just a wild fantasy.
"That's why we signed for Wigan," he said. "Dave Whelan (the owner) was a very infectious character. He told us the only reason he bought the club was to play in the Premier League and to build a new stadium and when Mr Whelan tells you something you immediately believe that he is going to achieve it."
It took Wigan a further 10 years and a switch to a brand new all-seater ground to reach the elite and by the time they completed their meteoric rise Martinez was playing for Swansea City. But managerial success with the Welsh side and a move back to the Latics as boss in June means the 36-year-old will finally lead Athletic into Barclays Premier League battle at Villa Park.
Martinez added: "Many eyebrows were raised when we signed for Wigan in the old Second Division but the reason was we wanted to be part of the club and we could feel the success behind it. Now is a moment to be proud when you look where we are. I don't think the circle will ever be finished until we can compete at Premier League level and that is the challenge. I don't think you can enjoy the circle because now the job really starts for Wigan Athletic to try and go to the next level."