Antolin Alcaraz scored the only goal three minutes from time to relegate Blackburn from the Premier League and ensure Wigan's safety in a nervy game at Ewood Park.
Only a win would have saved Steve Kean's side from relegation, but Alcaraz's 87th-minute header condemned them to a 1-0 defeat and npower Championship football next season.
Blackburn had earlier seen a penalty chance turned down by referee Mark Clattenburg when Junior Hoilett was brought down by Emmerson Boyce in an error-strewn performance by both sides.
Wigan boss Roberto Martinez hailed his players for once again completing the great escape and avoiding relegation.
"It doesn't seem real yet," Martinez told Sky Sports 1.
"Its a great feeling because you could feel the tension and it was a cagey affair. To do that and to keep a clean sheet - to have that and what it means is incredible. Eight years in the Premier League
"It's been a great run but football is about the players. It's very easy to say the right things but what matters is when you cross the white line to be brave and arrogant.
"All I do is allow them to enjoy their football and the credit goes to the players.
"You get really high pressure. We've been in the bottom three for a long time. They made the football club proud and the chairman proud."
Blackburn boss Kean felt his side deserved more for their second-half performance but vowed to lead the club back to the top flight.
"We're devastated, the players are numb because we felt as though we did a very good job tonight," Kean said.
"Certainly in the second half we made enough chances, and we had a very good shout for a pen with Junior Hoilett.
"The fact we didn't get a result and take it to the last game is massively disappointing, it's a great setback for the club.
"I think you could see up until the last second the lads were giving everything, they've given a big, big effort to take it to the last day as we did last season.
"You can never fault the players' effort. We've got a very young side, we've lost a lot of experience and for the future we're going to have a backbone of young academy players that'll stand the club proud.
"It's difficult for them because they've never experienced a feeling like in that dressing room now."
Blackburn still have one game to play and will take on Chelsea on the final day of the season, and Kean hopes to be able to keep as many of his players as he can in a bid to immediately bounce back from the Championship next term.
"We've got to keep as many players together as possible, a little like West Ham have done, and add a little more experience and then we can bounce back," Kean said.
"We'll be back to fight another day."