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It was always going to be a big ask for the Latics to lift themselves for such a huge game just 72 hours after their glorious Wembley victory over Manchester City, and so it proved. Lukas Podolski nodded the Gunners in front on 11 minutes, but Shaun Maloney gave the visitors hope when he crashed home a free-kick on the stroke of half-time.
However, three goals in the space of eight minutes just after the hour from Theo Walcott, Podolski and Aaron Ramsey meant there was to be no fairytale ending for Roberto Martinez's men, despite another brave crack at the great escape.
As the rain fell on north London, it was the home side who took an early lead. A corner from the left was chipped in by Santi Cazorla and the ball dropped into space in the six-yard box, where Podolski stooped to nod it past Joel Robles.
Referee Mike Dean drew the wrath of the home crowd on the stroke of half-time when he awarded a free-kick after Mikel Arteta had tracked back to go shoulder to shoulder on Maloney, who tumbled over five yards outside the box.
Maloney got up and whipped a brilliant dead-ball effort up and over the wall, down into the bottom right corner - which sparked wild scenes of celebration from the small travelling contingent.
Just after the hour came the eight minutes which boosted Arsenal's Champions League prospects and ended Wigan's hopes of survival. A swift 63rd-minute break put Cazorla away down the right and his perfectly-weighted cross into the penalty area was clipped home by Walcott.
Wigan made a change as Wembley hero Ben Watson came on for Jordi Gomez, but there was to be no fairytale ending for the Latics as Podolski made it 3-1 in the 68th minute.
Cazorla was again the provider, his cushioned header putting the German clear, played onside by a meandering Paul Scharner, and he nodded the ball over the keeper.
Ramsey crashed in a fourth on the break in the 71st minute after collecting the ball down the left channel, surging into the penalty area and smashing past Robles into the roof of the net at the near post.
Wigan became the first side to lift the FA Cup and get relegated in the same season. They will however still play in the Europa League next season and meet Manchester United in next season's Community Shield showpeice at Wembley.
Manager Roberto Martinez insists Wigan will come back stronger despite a 4-1 defeat at Arsenal ending their eight-season stay in the Premier League.
"We will keep defying the odds, keep moving forward and make sure this football club has an incredibly bright future," Martinez said.