The striker, who is on loan from Chelsea for the season, has been linked with various clubs amid speculation that he could be sold by the Blues this summer.
The Belgium international's agent revealed this week that he has held talks with Tottenham Hotspur regarding a possible move.
In response to the rumours, Martinez said in Friday's press conference: "Romelu is playing well so there's going to be speculation. All we want is for him to concentrate on the next seven games."
The 20-year-old has scored 13 goals in all competitions for the Toffees so far this season.