Martinez was named the new boss at Goodison Park last month following David Moyes's departure to Manchester United.
"He was one of the first names linked with the job and the feeling straight away was he would be a great appointment," Baines is quoted as saying by Sky Sports News.
"He has a different style to what we have been used to but I think it is progressive and it will move us forward. It is also exciting for the players to be able to try that now.
"We have got good players at the club who could probably execute the style of play better than the players he's worked with before, without being disrespectful to them."
Baines has been linked with following former Everton manager Moyes to Manchester United this summer.