Wigan boss Roberto Martinez rued missed chances as his side slipped to their eighth successive league loss at Wolves.
Goals from Jamie O'Hara, Dave Edwards and Stephen Ward won it for the hosts, while Ben Watson replied for the Latics after seeing Wayne Hennessey save his spot-kick but slotting home the rebound.
Wigan striker Hugo Rodallega spurned a good chance just before O'Hara's opener, with the Latics scoring only once from 14 attempts on goal - three more than Wolves had.
Martinez's side have now only scored four goals in their winless run - conceding 19 times - and he is looking for the Latics to bounce back against fellow strugglers Blackburn at home next time.
The Wigan boss told Sky Sports News: "We couldn't take our chances and that's a little bit of a mental block at the moment and we need to make sure that we learn from these situations because it's really early in the season, we shouldn't be affected by that.
"We know what we have to do, the way we have to play to be effective and we need to get that elusive win which will put our season on track."
He added: "We've got many games in front of us and we need to find a winning formula, we could start a good momentum in the squad and a good momentum in our performances and that's what we have to make sure that we get around as quick as we can and the next game is a must (win game)."