N’Zogbia’s goal was disallowed by referee Kevin Friend, who claimed there was an foul on Morten Gamst Pedersen in the build up.
Blackburn won the game 2-1 at home at Ewood Park against the Latics.
Martinez told Sky Sports: “(It’s) really disappointing on the key moment of the game for me, is the goal disallowed from Charles in the first half.
“In games like these the first goal makes a huge difference, it allows your team to be more composed and in a way the other team has to catch up a little bit.
“I’m extremely disappointed in that respect it didn’t go our way today but the performance in a way deserved a lot more and that’s where we need to improve – when you are the better side and you create more chances than the local side you need to get the points.”
He continued: “Unfortunately it didn’t go our way the decision today but that was a real key moment because we were well set up in the first half, Blackburn never put us in any trouble and we looked a little bit of a threat going forward and scoring the first goal is always vital in these sort of games.
“Then in the second half we had the better chances once more and we couldn’t reflect that in the scoreline.”
Martinez added: “The goal that we scored in the first half there’s nothing wrong with that.
“As you know in football, the hardest thing is to get the ball, control the game and score goals from open play and when you do that, when you get them disallowed, it’s really hard mentally to get back into.
“Overall the performance is the level that we expect and that’s a positive sign.”