"This is the moment of having speculation, having talks and clubs looking around. I see it as a real compliment - you don't get that if you don't perform well," he told Sky Sports News.
"We are Everton and we want to keep our best performers and we have got our own aims and that is very clear.
"We are not losing any sleep over that [speculation]. We are really focused and trying to work as well as we can as a group, making sure that every day counts towards where we want to get."
Martinez claimed his first win as Everton boss this evening, defeating Accrington Stanley 4-1 in a pre-season friendly.