The issue has been brought to the fore by this week's events at Manchester United, with Wayne Rooney refusing to sign a new contract because he was not given the assurances he wanted about the future make-up of the squad.
The England striker has been criticised for his attitude but Martinez believes it is something clubs and managers will simply have to get used to.
The Spaniard said: "I think that's the price of having such a high-profile league. The Barclays Premier League has got that status around the world, the players are well known, they are becoming more than footballers.
"But I think Manchester United and Sir Alex Ferguson have got enough experience and importance and everything that goes with it to deal with the situation."
Martinez also believes there is little point in complaining about the influence of agents.
"We experienced that first hand in the last two windows and it's something that is part of the modern game," he continued. "It's not something that has developed over the last month, or because of this situation.
"It's happened in the past with high-profile cases, with low-profile cases, and it will happen in the next window and in the future. As I see it, it's the price we have to pay for having such a high-profile competition.
"The most important thing is the football clubs, the fans and the loyalty between those two. Agents are a must in modern football and, like everything, you've got very good ones and very bad ones."
Rooney's future is the hot topic in football at the moment, with the 24-year-old being linked to Chelsea and Manchester City as well as the top clubs in Europe, and Martinez would be sorry to see him leave the Premier League.
He added: "Wayne Rooney is one of the biggest stars in world football so he's always a special element to have (in the Premier League). The campaign he had last season was of the highest standard and he's still very young to carry on improving."