Martinez has revealed the Frenchman needed to convince the squad his heart was still at the club after his proposed switch to Birmingham collapsed.
The 24-year-old was on the brink of moving to St Andrew's after the clubs agreed a fee but was unable to agree personal terms.
N'Zogbia had been agitating for a move in the days leading up to the transfer deadline but has refocused on life at the DW Stadium since it passed.
The former Newcastle winger proved the difference as he came off the bench to inspire Wigan to a last-gasp comeback win over Preston in the Carling Cup third round.
"Charles has always been like that," said Martinez after the 2-1 home victory.
"Once the window shut he was focused, concentrated and wanted to do what he could to help the team.
"He has had to win the players over and he has done that.
"I have said before that Charles has been a victim of what I feel is a very unfair situation for players.
"The transfer window is a time when players need to think about their futures and their families and that shouldn't be going on while the competition is going on.
"The authorities should look into that. It is not only Charles, it was Javier Mascherano (at Liverpool) - every dressing room in the country has been affected.
"But what I am proud of is his reaction since the window closed. He has been patient and worked to high standards on a daily basis."
Wigan had looked to be heading out as Championship strugglers Preston clung onto a lead given them by Keith Treacy in the 23rd minute.
It could have been worse for the Latics as Paul Coutts twice hit the woodwork for the visitors.
But after a largely ineffective first-half display, Wigan were much more purposeful after the break and were rewarded when Jordi Gomez equalised after 87 minutes.
Preston may at least have deserved extra-time but N'Zogbia settled the tie when he broke from deep in injury time and combined with James McCarthy to net the winner.
Martinez added: "There are a couple of lessons to pick up.
"If you approach a game like we did in the first half you are going to get heavily punished.
"You need to start developing a real belief and enjoy working like we did in the second half. When the boys work in that manner they enjoy their football.
"The team showed a clear desire to win a football game and get through to the next round."
Martinez will now hope the result can kickstart his side's Barclays Premier League campaign.
Athletic have endured a tough start having collected just four points from their five games.
After bringing in several new faces in the summer, Martinez saw greater signs of cohesion as the game wore on and wants that to continue at Birmingham on Saturday.
"It is a good achievement to get this far," the Spaniard said.
"But more than anything as the competitions start to develop, it is another game which helps the squad to increase competition for places.
"That is what is pleasing me. In the last 15 minutes we looked like a team.
"We are a long way from where we want to be and fulfilling the potential we have but the second half fills you with pride."