Bevan French's first-half try, two kicks from Adam Keighran and a Harry Smith drop-goal pushed Matt Peet's side to a bruising victory at Old Trafford.
The win means Wigan end the season with the World Club Challenge, Challenge Cup, League Leaders' Shield and Grand Final trophies.
Hull KR, targeting their first domestic title in four decades, were far from over-awed in their first Grand Final appearance.
But they were unable to crack a resolute Wigan defence and had only a Mikey Lewis penalty to show for their efforts.
In front of 68,173 - the biggest Grand Final crowd since 2017 - French delivered the sole try of the game when he wriggled through a gap and evaded a diving Niall Evalds to cross in the 23rd minute.
Wigan captain Liam Farrell, who started after shrugging off the virus that had ruled him out of his side's semi-final win over Leigh, thought he had extended his side's lead shortly after the opener but his touch down in the corner was denied for offside in the build-up.
Rovers wasted two golden chances to claw back within minutes of the restart, Evalds failing to find the decisive pass to send Joe Burgess clear on the left before one pass too many saw Ryan Hall held up in the opposite corner.
Hull KR got their first points on the board through a Lewis penalty but the newly-crowned Man of Steel's tip tackle on Farrell allowed Keighran to swiftly restore Wigan's seven-point lead as the Warriors marched towards history.
