Valladolid have collected all three points just once in the league this season, with a difficult start leaving them in 17th position in the table.
"More than concerned, I am busy with the current situation. I am not making excuses, but it is true that we have suffered adversity with injuries," Martinez told Cadena SER.
"We have a quality squad and we have competed well against teams with quality - I will not suggest that we could have won every game otherwise, but it is what has happened.
"We must be critical also and we must start picking up the three points in games, which will be important for our future in La Liga."
Valladolid host Sevilla in the league this weekend.