The 23-year-old has conceded that everyone at San Mames is concerned about the coach's future, hoping that the Argentine would consider staying with the Basque outfit
The Argentine, who took over the Basque team in July 2011, is rumored to be courted by a number of sides from all over Europe after a stellar first season with the La Liga outfit.
Martinez, however, has stressed that should Bielsa remain at Bilbao, it would serve as a major boost to the Europa League runnersup.
"We do not know, and the coaching staff don't either. If you [the reporters] are intrigued, just imagine how we are," the Spain international told Marca on Friday.
"I've always said I'm very happy and would like to continue [in Bilbao]."
Athletic Bilbao faces Barcelona in the Copa del Rey final next Friday.