The French winger has been linked with a move away from the DW Stadium all summer and McLeish heightened the speculation yesterday by revealing his club had put in a new bid.
The news has angered Martinez, particularly as he claims Blues have actually reduced the bid.
The Spaniard said: "We had a couple of offers in May and now the offer is less than the one we had in May and then they come publicly in the press. It doesn't look serious to me.
"The valuation is very clear. If the team matches it he can speak with them. Until that happens he is a Wigan Athletic player.
"The transfer window brings you that distraction but when you get other managers talking about your players, that is really disappointing - to unsettle players and the press with no substance behind it.
"I don't know the reason behind it, whether it is to get the fans' hopes high in your football club, I don't know.
"Charles has had a difficult few days and it is our fault. We should not allow the transfer window to be open when the competition is ongoing.
"I don't think it is respectful to the league or the fans and it needs to be considered by the authorities."
Martinez denies any rift with the player, and insists he has some sympathy with players like N'Zogbia who are unsettled by the transfer speculation surrounding them.
He added: "Players are human beings and Charles has had to deal with a lot of things and the transfer window doesn't help players to be human beings.
"He hasn't done anything wrong. He is still a Wigan Athletic player and he has been perfect in his attitude. We won't punish him because a third party wants to speak out to the press."
McLeish said yesterday: "We have made another bid for Charles and we wait to see if it's successful or not.
"We're awaiting Wigan's response. At the same time we're in the hands of the gods in terms of the other offers. If there are other clubs in for him, then we have to wait and see.
"But we've tried - and we've tried our best. The board have worked hard to make these kind of things happen."