Martinez's comments come after Tuesday's extraordinary press conference from Sir Alex Ferguson where the Manchester United manager revealed Wayne Rooney told the club he wanted to leave.
The revelation followed days of frenzied speculation in the media in which 'sources' close to the England star leaked information about the striker's desire to quit Old Trafford.
While not commenting directly on the Rooney situation, the Latics boss fears players and agents are wielding far too much power in football at the moment.
He told the Wigan Evening Post: "Nowadays the media appears to have an inside track on certain situations, and things get blown out of all proportion.
"Obviously there is a real interest for some information to find its way into the press.
"Things have always gone on behind closed doors at every club including Manchester United - I don't think it's any different to what has happened over the years.
"The difference now is you have more and more people who have an interest in seeing these things get into the public domain.
"It's the nature of the game now with agents having more of a big say, and they don't always give the right football advice to players.
"The times when players become attached to the football club and play for the shirt are long gone.
"More than ever, it's important the fans and the football club stick together and see these situations through."
Wigan have suffered from a similar incident to the Rooney saga when Charles N'Zogbia's nearly joined Birmingham in the summer.
The Frenchman, who ended up staying at the DW Stadium after having his wage demands rebuffed by Blues, has since shown his commitment to Latics' cause and Martinez says it's testament to the player's professionalism.
"Charles has improved every game this year and has been playing even better than he did during the last campaign," the Latics boss added.
"He has not let what has been happening in the media affect him, which is positive.
"You'll never stop speculation and the talking, but what we have seen is Charlie fighting for his place and earning the respect of the players.
"And that has been a real credit to him."