The result marked a big reversal in fortunes for the Latics after beating Chelsea last week, with Scott Sinclair's late goal not enough after Jan Vennegoor of Hesselink and Geovanni had netted for the Tigers.
Martinez said: "We knew Hull were going to get a reaction in front of their own fans after what happened last week.
"We had to be prepared for that and it was important to take the sting out of the game. I felt we did that and we imposed ourselves with our possession.
"We weren't creating as many chances as we would like but I think we were slowly growing into the game and then had two lapses in concentration. We let ourselves down in that respect.
"We couldn't get anything out of the game through our own mistakes and that is very disappointing."