Manager Gary Caldwell has apologised to Wigan's fans for their performance in the 4-0 FA Cup loss at Bury.
The 2013 winners were on a 10-match unbeaten run going into the game, but conceded three goals before half-time against their League One rivals.
Former Wigan defender Caldwell is in his first full season as Latics boss, having taken over in April.
"It's probably the lowest I've been as a manager since I got the job," the 33-year-old told BBC Radio Manchester.
"Everything that could go wrong did go wrong. It's one we have to take, we had great support again so I apologise to the fans.
"It's not good enough in terms of result and performance, we have to take it on the chin, regroup and go again.
"The first goal's a mistake and we crumbled after that as a team and that's something we haven't done this season - it's a massive disappointment."