New Pompey boss Tony Adams could not fault the effort of his players as Wigan stole the winner in the dying minutes at Fratton Park.
Needing a confidence boost, Adams' side started the home game brighter than the Latics with Jermain Defoe and Peter Crouch looking likely to score.
But it was the away side who took the lead when Papa Bouba Diop, who moments earlier had his header cleared off the line, brought down Titus Bramble for a penalty.
Egyptian striker Amr Zaki made no mistake from the spot and fired past David James for 1-0.
Despite the initial setback, Portsmouth had plenty of chances to equalise with Crouch hitting the bar twice, Diop and Glen Johnson once, before substitute Niko Kranjcar looked to have secured a point in the final minutes.
But Emile Heskey dealt the final blow to Adams' first games in charge, leaving him rueing the earlier missed chances.
"Football takes you up and it takes you down, it's got great highs and great lows, and we had everything in one game today," Adams told Sky Sports.
"The boys gave everything, they threw everything at Wigan. On another day you beat them 5-0, so I can't fault them.
"You get back in the game, you get the 1-1 and you think 'okay let's go away, we've got a point, we've dropped a couple today' and then you get done.
"It's just a crazy game, football. That's football, and we've got to learn from that and we'll see how we go on."
On a comment made by former boss Arsene Wenger who told Adams welcome to hell, when he joined the football managers' exclusive club, the ex-Arsenal defender added: "I don't want to do too many of these games, I've been to hell, and this is not hell this is football."