Grimsby claimed the first giantkilling of the new season, with the League Two side full value for their Carling Cup scalp of the Championship leaders.
Just one goal decided it, but the Mariners had the chances to have won even more comfortably.
There were some anxious moments as Wigan tried desperately to equalise but the crowd over 3,000 roared Grimsby home.
The only goal on 17 minutes was well created and expertly finished off.
Ashley Sestanovich threaded a pass through and striker Andy Parkinson dispatched his shot past a bemused Gary Walsh in the Latics goal.
Grimsby would just not allow Wigan to settle and the home side continued to look the better side.
Wigan boss Paul Jewell clearly had a few things to say to his side at half-time and it was a difficult second period for Grimsby.
Grimsby defended splendidly and they allowed the visitors little scope to carve out many scoring opportunities.
The best opening fell to ex-Torquay striker David Graham, but he fluffed his lines.
A minute later he did much better, but his shot was beaten away by Grimsby keeper Anthony Williams.
But withstanding great Wigan pressure, Grimsby pushed forward to fashion an opening in the final seconds.
Strikers Michael Reddy and Parkinson carved out the chance and when Reddy burst out down the right, his cross was glanced inches wide by the diving Parkinson.
But the miss did not matter and the final whistle seconds later was greeted by cheers and scenes of great delight by Grimsby's players and fans alike.