The Latics boss was linked with a host of Premier League vacancies during the close season, including Aston Villa and Liverpool, but is still in charge at the DW Stadium for the 2012-13 campaign.
Al Habsi told Sport360 that he thinks Wigan can maintain their Premier League status again this season with Martinez at the helm.
He said: "There was talk about him leaving in the summer, but I'm so happy he has stayed. He brought me to the club, he gives me and the players support and belief even when other people do not think we will do so well.
"Last season we were under pressure from the beginning until the end to avoid relegation and we don't want that again. If we get a good start, we can make a push and it will be a great season for everybody where we can enjoy it and make it one of the best seasons at the club."
Wigan begin the season at home to Champions League winners Chelsea on Sunday.