Croatia striker Nikola Kalinic, who scored twice in the 6-4 Carling semi-final defeat by Aston Villa last week, headed the winner 14 minutes from time - his first league goal for the club.
Man-of-the-match Morten Gamst Pedersen, who set up the winner from a corner, had earlier given Rovers a first-half lead before Gary Caldwell headed an equaliser early in the second half.
Blackburn were without the suspended Chris Samba and the injured David Dunn, with youngster David Hoilett coming into the team which beat Fulham 10 days ago in place of Benni McCarthy, who is on the brink of a move to West Ham.
Serbian Vladimir Stojkovic made his league debut in the Wigan goal in place of the injured Chris Kirkland, while Paul Scharner returned to midfield after injury and skipper Mario Melchiot played despite a broken nose.
Blackburn gave notice of their intentions as early as the fourth minute as Kalinic hit the post from close range after a cross from the left by Hoilett had been touched back at the far post by Steven N'Zonzi.
On 20 minutes, Rovers were ahead when Stojkevic could only parry a free-kick from 35 yards by Brett Emerton and Pedersen lashed the ball high into the top left-hand corner from 20 yards out for his fifth goal of the season.
Hoilett shot into the side-netting on 35 minutes for Rovers following a cross from Emerton but a couple of minutes later, Wigan had their best chance so far when James McCarthy and Scharner both just failed to get a touch on a free-kick from the left by Hugo Rodallega.
Just before the break, Charles N'Zogbia won the ball off El-Hadji Diouf on the Wigan right and set Rodallega clear on goal but the Wigan striker was ruled offside.
Wigan equalised 11 minutes into the second half as Caldwell stooped low to head in from a left-wing corner by McCarthy after Rodallega had had a shot blocked by ex-Wigan man Pascal Chimbonda.
Blackburn went desperately close to a second on 62 minutes when Pedersen rose high at the far post to meet an Emerton cross from the right but saw his header come back off the crossbar.
Eight minutes later, Rovers went close again when Chimbonda headed wide at the far post from a free-kick from the left by Pedersen.
Rovers got the reward for their dominance on 76 minutes when Kalinic put them back in front with his first league goal for the club after five strikes in seven cup matches.
He stooped low on the edge of the six-yard box to head a right-wing corner from Pedersen diagonally into the bottom left-hand corner.
Blackburn went close to adding to their lead two minutes from time when Emerton had a shot blocked after a surging break down the left from Martin Olsson.