Martinez takes his side to Chelsea on Sunday knowing he is likely to see some silverware handed out but the Spaniard reckons his players are heroes in their own right after retaining their top-flight status for another season.
He said: "It has been a demanding, demanding season. But the way we have retained our place in the Premier League has made me very proud, we have done it in style.
"Now that will allow us to build on for the future on what we have achieved. In that respect I could not be happier.
"We have produced excellent wins over Liverpool, Chelsea and more recently Arsenal. The way we achieved that last result coming back from 2-0 down, underlined the quality and character we have here.
"I do not believe we have come back from two-down in the Premier League, and I doubt Arsenal have thrown away too many two-goal leads. It shows what we are capable of, and we will face Chelsea confident that we have played and beaten the best teams in the country.
"The pleasant aspect is that we have been working for 11 months to change things here. Each day we have looked a little stronger, a little better and that victory was no accident, no co-incidence. We deserved it.
"It was a historic moment for this club, and we know we are capable of doing that again. On our day we can beat anyone in the country."
He added: "I am looking at the long term now, we have a group of players who still too young to move on. They still have to fulfil their potential here at Wigan, and we do not intend to sell anyone.
"We want to build on what we have done this season, and to do that you must keep your best performers. But we must strengthen all over the pitch.
"We will be losing a few players on freedom of contract and we are looking to strengthen every position on the pitch.
"We will have talks over keeping Marcelo Moreno. He is on loan here and Shakhtar Donetsk invested £12m in him, and if they want something like that we do not have that sort of money. He has enjoyed his time here, but there will have to be a three-way conversation going on before we decide the outcome of his time at Wigan."
Paul Scharner, Olivier Kapo and Daniel de Ridder will be allowed to leave, while Scott Sinclair has returned to Chelsea after his loan. Wigan will
offer new deals to Mario Melchiot and Mike Pollitt while Martinez expects as many as half-a-dozen players to leave the club.
The Spaniard's trip to west London sees him in direct conflict with Carlo Ancelotti, one of the managers in the race for the manager of the year award.
But Martinez believes another boss in west London, Fulham's Roy Hodgson, is the favourite to claim the honour.
Martinez says: "I am not surprised at what has happened at Fulham because I know Roy Hodgson and admire what he has achieved in the game.
"He is not a young man, someone we do not know about. But I have still been very impressed with what he has achieved at Fulham this season, in particular their run to the Europa League final next week.
"Ten years ago he went to the Italian league, he has been a national team coach and held many club appointments and he has always been successful in different ways.
"What he has achieved at Fulham does not surprise me, but I suppose the run to the European final has been unexpected. .
"Obviously Fulham are now very strong and very good at what they do on the pitch and how they are organised.
"It is a football dream to see them beating such big clubs in Europe. It is exciting for anyone who follows football.
"The job Roy has done at Fulham is exceptional. I agree it is easy to give the manager of the year trophy to the man who wins the title, but Roy has certainly done enough to win it.
"There are three or four managers who are genuine candidates for the award for different reasons. But Roy's achievement in Europe is massive."
On Wigan's continued survival in the top flight, Martinez says: "We are now approaching our sixth season now in the Premier League, having survived this season. Every time this club is considered to be relegation favourites.
"But six seasons in the top flight will underline a remarkable achievement. I am extremely proud of my players.
"This season has been a real challenge. Because of the amount of players that we lost and the change of the way we are playing. It has been a demanding season."