The midfielder departed from Goodison Park to join Manchester United for a reported £27m on transfer deadline day.
Despite losing the Belgium international, the Merseyside outfit are yet to lose a game in the Premier League.
"I've been very impressed with the reaction to Fellaini leaving," the Liverpool Echo quotes Martinez as saying. "When you lose a senior player there is a void that you need to fill and the other senior players in the dressing room have taken responsibility and filled that gap.
"You've got two options - one is to feel sorry for yourselves or two is to see it as an opportunity and to grow with it. We've been doing that."
The Toffees will take on Newcastle United on home turf this evening.