LONDON - Roberto Martinez was in a state of shock after Wigan became the first team to win the FA Cup yet be relegated from English football's top-flight in the same season following a 4-1 Premier League loss away to Arsenal on Tuesday. Just 72 hours after they stunningly defeated Manchester City 1-0 in one of the great FA Cup final shocks across London at Wembley, Wigan were well-beaten at the Emirates Stadium to join already relegated Reading and Queens Park Rangers in the second-tier Championship next season.Arsenal's victory meant their hopes of qualifying for the Champions League would be in their own hands when they face Newcastle on Sunday's final day of the Premier League season. Two goals from Lukas Podolski and strikes from Theo Walcott and Aaron Ramsey secured Arsenal's victory.But at half-time Wigan were still in the game at 1-1 following Shaun Maloney's equaliser from a well-struck free-kick. "I never expected this," Wigan manager Martinez told Sky Sports. "I know we were in a difficult position, but the players are an incredible bunch and they don't deserve this. It's a tough day for the football club. We had an incredible eight years in the Premier League and we need to build for the future," the Spaniard added."You look at the stats and they tell you we conceded far too many goals. Going forward we were magnificent but the number of injuries we've had in the back line is something I've never seen before." Martinez, himself a former Wigan player, insisted the FA Cup had not been a 'distraction' from the business of staying in the Premier League. "The FA Cup gave us a bit of hope of finishing the season on a high. It gave us a different sense of confidence."It's great to win the FA Cup. It's an achievement that will live forever. The relegation is something we can rectify. The club is on a fantastic financial footing. We are stronger than ever. It's important we make our fans really proud. They supported us like they always do. It's a difficult time. It's a time to look forward to the future."Meanwhile Manchester City's first match since they sacked manager Roberto Mancini saw last season's Premier League champions win 2-0 away to Reading thanks to goals from Sergio Aguero and Edin Dzeko.