The Latics, unbeaten in four league matches, face near-neighbours Bolton in an FA Cup fourth round replay at the DW Stadium. While progression in the cup would help maintain their momentum there is no doubt Barclays Premier League survival is paramount, with the club 18th in the table with 11 matches to go.
Martinez admits the knockout competition gives his squad a break from the rigours of a relegation battle - he will rest a number of his first-choice players tomorrow - but acknowledges the same attitude is required regardless.
"It is a welcome distraction because this season we have used the cup competitions to add players to our squad," said the Spaniard.
"The more experience they have the stronger they get mentally and it makes you capable. The group is in a very good moment mentally and it is very important that we understand we want to win every game we play in.
"The game will be decided on small margins but we just have to keep doing what we have been doing. We are going to carry on progressing and that is always a good mentality to have.
"The team is showing great maturity, the way we played at Anfield (in Saturday's 1-1 draw) showed that, and that means it should give you a lot of [league] points."
Wigan and Bolton have drawn three times already this season and another such outcome after 90 minutes and extra time would produce a penalty shoot out, which will be an additional test of players' mental strengths.
However, Martinez is confident his squad will be up to the task should it arise.
"Mentality is more important. Technically I have seen the best players find the occasion is too big for them and they cannot perform," he added.
"Other players who not as gifted but have that winning mentality, that ruthless streak that they don't get affected by the moment, are the best penalty takers.
"The mental side overcomes that technical skill in a player. In every squad you always have a list of players who are ready mentally to take penalties and we have plenty of options."
Bolton boss Owen Coyle believes David Wheater will be a more than able replacement for Zat Knight after confirming the defender did suffer knee ligament damage in Sunday's win over Everton.
The 30-year-old sustained the damage to his right leg in a last-ditch tackle on Victor Anichebe in the first half of the 2-0 victory and Coyle confirmed he expects Knight to be missing for between four and six weeks.
The Trotters manager said: "It's not as severe as we first thought but certainly bad enough to keep him out for a period of time. There's severe swelling in the area so I think we'll know better in seven to 10 days when that goes down.
"It's a terrible loss, first and foremost for Zat, because he's played every game for me since I came to the football club over a year ago."
The major consolation for Coyle is he has a ready-made replacement in Wheater, who joined the club last month from Middlesbrough and came on for Knight against Everton.
"When somebody receives an injury, it opens the door for someone else," said Coyle.
"David's stepped into the breach and he's showed the quality we believe he has. That's why we brought him to the football club."
Wheater has just turned 24 and, like his new centre-back partner Gary Cahill, is considered one of England's most promising defenders. Coyle added: "They have tremendous mobility, they have real desire, they're very young and they'll continue to get better.
"We were excited with the signing of David Wheater but he knew, given the partnership that Gary Cahill and Zat Knight had, that he was going to have to be patient and bide his time until he got his opportunity.
"We have real belief in him and it will be up to David, now that he's got that jersey, to do everything he can to hold onto it."