The Champions League outfit endured a difficult start to the season, but have found some form in recent weeks, with Saturday's win leaving them in sixth spot in the table.
"We are very happy because we picked up three important points," Martinez told Mundo Deportivo.
"The team had not played a good first half, but was able to react. We dominated from start to finish.
"Even when we were losing we knew we'd get into the game and when we began the second half we knew we could win."
Sociedad finished fourth in La Liga last season.