The Latics' last win over the Cottagers came at Craven Cottage in 2006, since when they have met 12 times, with Wigan picking up only six points.
They have lost their last three games against Martin Jol's side, most recently a 2-1 home defeat in September.
Wigan go into the match in the relegation zone and, asked if it is a must-win game, boss Martinez said with a smile: "It you look at our previous record at Craven Cottage, I think it will be very difficult to see how.
"But I do feel the last three games we've played against Fulham we've been very unfortunate. It's hard to explain how we lost the previous two games at the DW Stadium.
"The last game we had at Craven Cottage it was a very late deadball situation, and after getting ourselves in front we couldn't get a positive result.
"The approach is very clear. We need to be playing well enough and work hard enough to make sure we become a lucky team on Saturday."