Striker Andy Keogh's header spoiled Wigan manager Roberto Martinez's 'homecoming' as Wolves outfought the hosts to win at the DW Stadium.
The Republic of Ireland international glanced a sixth-minute header in off a post, having shot against the same upright moments earlier.
Keogh should also have had a penalty 11 minutes after half-time but was booked for diving after going down under Titus Bramble's challenge.
However, his goal was enough to give Mick McCarthy's side their first away victory in 30 Barclays Premier League matches.
On their last appearance in the top flight in 2003/04 they failed to win outside Molineux, losing 12 and drawing seven times.
Wolves fully deserved their win after catching their hosts cold from the opening whistle.
After Jordi Gomez had blazed over Wayne Hennessey's weak punch from a second-minute Jason Koumas free-kick all the chances fell to the visitors.
They should have taken the lead in the fourth minute when Keogh, on the left of the area, cut back onto his right foot to curl a shot which rebounded back off the far post.
However, he made up for it soon after by putting his side ahead with the help of the same upright.
Keogh rose above a static Paul Scharner to glance Nenad Milijas' left-wing free-kick past Chris Kirkland and in off the woodwork.
Greg Halford should have made it 2-0 in the 15th minute when Keogh flicked on Milijas' corner but the unmarked midfielder ballooned the ball over from eight yards.
Gomez headed in Charles N'Zogbia's right-wing free-kick only to be flagged offside in a rare attack against a visiting side which had enjoyed all the early play.
Wigan began to fight their way back and sprang into life in a two-minute spell late in the half as N'Zogbia had a shot deflected over, Gomez fired the resulting corner into a crowd of players and Bramble headed another corner wide.
In that same period N'Zogbia had their best chance of the game when he ran on to Hugo Rodallega's flick on only to shoot tamely at Hennessy.
Wigan began the second half with much more purpose, Rodallega curling a free-kick at Hennessey after Koumas was fouled by Stearman having charged down a clearance.
However, 11 minutes in came a moment of controversy when referee Mick Jones booked Keogh for diving in the penalty area when it appeared Bramble had just caught him with an outstretched foot.
Stearman was booked in the 72nd minute for going in late on N'Zogbia before Karl Henry produced an inch-perfect tackle in the penalty area to deny Scotland.
Wigan stepped up the pressure and Rodallega's first-time shot from Mario Melchiot's pass was deflected wide by Jody Craddock while substitute Jason Scotland's low cross evaded his Colombian team-mate and N'Zogbia.
Another substitute Scott Sinclair headed Gomez's cross agonisingly wide at the far post and Scharner fired over in the last chances of the game as battling Wolves held on to record their first points of the season.
It left Wigan manager Martinez to work out how to find a way to get his side to turn their vastly superior second-half possession into clear-cut chances.