The relegation-threatened Latics have not taken a point from the current Barclays Premier League leaders since they were promoted to the top flight in 2005.
Their need to break that hoodoo is more urgent than ever as United visit the DW Stadium at the start of a tough run of fixtures for Martinez's side.
Wigan next face Manchester City before taking on relegation rivals Birmingham and two more Champions League contenders in Tottenham and Chelsea.
Martinez said: "We are not just facing the league leaders, which is a fantastic challenge, but through our history we have never taken one point from Manchester United. It is a mental block.
"But last year was the first time we beat any of the 'top four' teams, and we beat three of them.
"Manchester United are the only ones we have never taken anything from in the last six years. It makes it an important challenge."
Wigan are in the bottom three heading into the game but the table remains tight, with just 12 points separating Sunderland in seventh from bottom side Wolves.
Wolves showed their capabilities with a stunning win over United earlier this month and, while that result did Wigan no favours, Martinez takes encouragement from it.
The Spaniard said: "The message is clear, don't expect favours from the outside.
"It will not be like other seasons where one or two teams are in clear difficulty and cannot fight until the end. This season is going to be very different.
"Teams have been performing really well of late, getting results, and are still in the bottom three.
"There are so many games with the sides in the bottom 10 of the Premier League left that it is impossible to predict.
"Any team can take points against anyone this year.
"If you look at the bottom three now, I can see all of those three are going to get opportunities to get out of those positions.
"The next 11 games are going to be really exciting for everyone."
Sir Alex Ferguson has dismissed John Terry's claim that Manchester United might buckle under the Premier League title pressure.
United head into the clash with Wigan at the DW Stadium knowing victory would allow them to open up a 15-point advantage over the champions, who are not in action.
It would effectively mean Chelsea had to win when Ferguson's team head to Stamford Bridge on Tuesday to stand any chance of retaining their crown.
Little wonder Terry has tried to crank up the pressure on United this week.
Yet Ferguson, the master of mind games, flicked the accusation away curtly.
"You try things. We all try things," he said.
"But it won't be easy to come back from that kind of points deficit.
"I said some time ago, the team that is most consistent would win the league. That is why I stress that we have to keep our momentum going and get that consistency."
Of the seven senior players who missed Wednesday's drab draw in Marseille, only two, Michael Owen and Ryan Giggs, are in contention to return this weekend.
For Owen the news is particularly bright given the early feeling on a groin injury that forced him out of training a fortnight ago was that it could wreck his season and, effectively, his United career.
Thankfully for the 30-year-old, the damage was not too bad and Ferguson has already explained why his experience could be so crucial in the final weeks of the campaign.
"Michael is back training and could be available," he said.