Goals from Lee McCulloch and Nathan Ellington sank the Bramall Lane side who couldn't break down the tough Latics defence.
Wigan swept ahead in the seventh minute in dramatic fashion after Nicky Eaden's precise cross had been cleared
Jimmy Bullard's teasing corner from the right evaded the United back four and McCulloch steamed in to volley past on-loan keeper Ian Bennett from ten yards.
United escaped in the 15th minute after Gareth Whalley picked out Leighton Baines, whose stinging drive from 25 yards beat Bennett but crashed against the foot of the post, Jason Roberts was then slow to react as the ball was cleared.
Roberts almost found a way through with a close-range strike, the ball coming off Danny Cullip as Bennett gathered safely at the far post .Goalscorer McCulloch, looking for a second, tried another long-range strike, smothered on the line by the United keeper.
Midfielders Alan Quinn and former Wigan star Andy Liddell played a short corner on the left as United tried to force their way back into the game, skipper Chris Morgan stretching to meet Quinn's low cross as his close-range shot was blocked before the ball was hacked clear.
United forced a spell of pressure, but Quinn and Danny Cadamarteri were both frustrated as Wigan closed ranks to block their shots from the edge of the area.
John Filan was tested in the 36th minute after Cadamarteri weaved past two defenders as he cut inside before drilling in a low shot from 16 yards. The Wigan keeper was down quickly to tip the ball away, Andy Gray stretched, but couldn't reach as Liddell charged in to slap the ball high over the top.
Ellington and Roberts linked cleverly minutes after the restart and almost increased Wigan's lead, Roberts kept out by Bennett who dived bravely at his feet to block the shot.
Ellington killed off United in the 73rd minute, heading in substitute Mike Flynn's corner from the left.