Ben Watson scored the shock winner in the last minute of the match to secure a famous triumph.
Wigan must now focus quickly on the Premier League, with two games left to save their status in the top flight.
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Summer 2016 is set to be a very exciting time for football fans, as this is when the long awaited Euro 2016 tournament kicks off.
Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.