In front of a crowd of 68,525 both sides scored three tries but Wigan, hoping to extend their record 19 wins in the competition, failed to convert two of theirs.
Tongan international Mahe Fonua scored two of Hull's tries.
They recovered from 6-0 down to lead 18-10 early in the second half but ended up hanging on after Wigan's Joe Burgess scored his team's third try and was denied another in the last minute by a forward pass.
Marc Sneyd of Hull received the Lance Todd Trophy as man of the match for the second year in a row.
(Reporting by Steve Tongue,; Editing by Neville Dalton)
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