The Belgian international, who will remain at Goodison Park until the end of the season, has scored five goals in six games for the Toffees this campaign.
Martinez believes that the 20-year-old's stamina is an asset to the side, but warns that Lukaku must continue to work hard on his fitness.
"I do feel he is getting stronger for longer in games and remember, Rom plays with real power and that's the way he should be playing every time he's on the pitch," the Spaniard told the club's official website.
"Now he must try to carry on working hard and make sure that his strength and power can be there to help the team for the full duration of the game."
Everton are back in Premier League action on Sunday when they play host to Tottenham Hotspur.