Martinez said that Bayern thoroughly deserved the first-leg win but that the German side cannot take Arsenal "lightly" in Munich.
"It is definitely not over," Bundesliga.de quotes Martinez as saying. "We have to play for another 90 minutes against a great club with great players. If we take the return leg lightly it will do us no good.
"We were strong on the pitch from the start and played convincingly. We pressed well and were always in their faces so that they could not play their passing game. This has given us confidence for the return leg."
Bayern are 15 points clear at the top of the Bundesliga.