The Latics suffered the heaviest home defeat in their history in being thumped by a Chelsea side who have started the defence of their Premier League title with successive 6-0 victories.
In their last five league games overall they have scored 29 goals, which also includes an 8-0 romp over Wigan at Stamford Bridge on the final day of last season.
After last Saturday's humiliating 4-0 home loss to Blackpool, these are dark days for Martinez, and it is now a question of how much patience owner Dave Whelan has in the Spaniard.
"The chairman is a passionate man, he loves football and he wants the best for Wigan Athletic," said Martinez.
"He knows the situation we're in, and he couldn't be any more supportive."
Asked specifically if he feared for his job, Martinez added: "I can't waste any energy or time worrying about that.
"I need to worry about how to get the team to perform for 90 minutes because it's a young side that is capable of the best, and we have to build on that, and that is my focus and concentration.
"I've huge belief in this group of players. I know we're going to get the results from the potential we showed in the first half.
"We're working towards the aim of staying in the Premier League and that's the focus."
Wigan's first-half performance was in stark contrast to the display against Blackpool as there was energy, enthusiasm and endeavour.
But they still went into the break a goal down courtesy of a tap in from Florent Malouda after Chris Kirkland had superbly saved a Frank Lampard effort.
After the break, two quick goals from Nicolas Anelka sealed a win that was underlined in the final 11 minutes with a brace from Salomon Kalou and one for Yossi Benayoun.
"I'm feeling low for the players because they didn't deserve that," said Martinez.
"Today was a big day for us because we needed a response after what happened on Saturday, and we had that in the first half.
"I was as proud as I can be of the efforts of the players and the way we played.
"But in the second half we need to learn not to be that naive and when the third goal went in, in a way we accepted the game was finished.
"The result was very hurtful, and we have to stop allowing them to happen.
"We have to build on the first half because when you are better than Chelsea in every single department, it shows you the quality and potential of the squad."
After opening the season with their thrashing of West Brom, and on the back of this rout, there is currently no stopping Chelsea.
"We have started well this season, scoring a lot of goals, playing good football," said Chelsea boss Carlo Ancelotti.
"But the first half was tough. Wigan played good football, put pressure on us, and we were not able to play our football as there was no space.
"But we defended well, didn't give them opportunities and we waited to score, which is important because in football you have to defend and attack.
"It's impossible to have total control of the game with possession, sometimes you have to defend, and in the first half we defended very well.
"Maybe they spent a lot of energy in the first half because in the second it was easier for us as we had more opportunities to score."
Explaining why he feels teams fold against his side, Ancelotti added: "We have a lot of skills.
"Our best quality is we are able to counter attack fantastically well, strike fast and with ability.
"When we have space it is difficult for the opponent to control us.
"But it is impossible to think we have to score six goals in a game all the time because this is not real football, this is PlayStation football."