And the nearest disappointing Wigan came to salvaging a point was a late header from sub Scott Sinclair which flew just wide.
Wolves were hit by injuries but Stephen Ward, Greg Halford and Matt Jarvis recovered from knocks in the opening day defeat by West Ham.
Despite their problems, Wolves were the dominant side for most of the first half and deserved their 1-0 advantage at half time.
Keogh got his goal by glancing the header in off the foot of the post from Nenad Milijas' free kick.
It was Keogh's landmark 50th league goal and came after he had been denied by the woodwork, bending a shot past Kirkland and seeing it strike the angle of crossbar and post.
Greg Halford twice had chances to add to Wolves' lead but put the shots over the bar.
Wigan had a half-chance early on when a Jason Koumas free-kick was saved by Wayne Hennessey and Jordi Gomez failed to hit the target with the follow up.
The Latics did have the ball in the net but Gomez was clearly offside and when they finally picked up their game, Hennessey kept out shots from Gomez and N'Zogbia.
Both sides had penalty appeals turned down in the second half - Keogh picking up a booking for a dive when challenged by Titus Bramble.
But defeat will provide plenty food for thought for Martinez after his lone striker strategy failed to pay off.