The midfielder scored the only goal of a low-key first half in the 21st minute before teenage striker Callum McManaman grabbed his first for the Latics 11 minutes after the break.
The game really came to life in the final quarter of an hour as substitute Nick Barmby netted either side of Diame's second, but there was not to be a final twist as the visitors held on.
The sides were meeting each other in the third round of the FA Cup for the second successive season, with Wigan hoping for a repeat of last year's 4-1 victory at the DW Stadium.
Hull have endured a miserable 12 months since then, with relegation from the Premier League compounded by financial problems that took the club to the brink of administration.
But last month's takeover by local businessmen Assem and Ehab Allam has steadied the ship and results on the pitch have picked up too, but they fell just short against roberto Martinez's Premier League outfit.