The Hammers had a two goals lead at the DW Stadium, but Wigan managed to bounce back and score three second-half goals.
West Ham owners David Sullivan and David Gold reportedly borrowed a room at the DW Stadium in order to tell Grant of their decision.
“The club can confirm that Avram Grant is no longer the manager of West Ham United,” the London side said in a brief statement on their official website.
“First-team coach Kevin Keen will take charge of the team for the final home match of the season against Sunderland on Sunday 22 May.”
“At 2-2 we had big chances to score and maybe this is the story of our season,” Grant told Sky Sports, before his sacking.
“The fans were great. I feel so sorry we couldn’t do the job we wanted to.”