Caldwell was appointed captain of Wigan Athletic early in the 2010–11 season, following the departure of previous captain Mario Melchiot in the summer. In the 2011–12 season, Caldwell was a key player in the club's battle against relegation from the Premier League, and received the club's Player of the Year award at the end of the season. In May 2013 he jointly lifted the FA Cup with playing captain Emerson Boyce after Wigan defeated Manchester City 1-0 in the final. Caldwell returned from injury as a substitute in the 2013–14 FA Cup semi final against Arsenal. The match ended in a 1–1 draw, but Caldwell missed the first attempt in the penalty shootout, which Wigan lost. In the 2013–14 Football League Championship playoff semi final second leg against QPR, Caldwell conceded a penalty kick during a 2–1 defeat that ended Wigan's hopes of promotion.