Rumours circulated on Wednesday evening that Leighton Baines had requested a transfer in order to force through a move to Old Trafford, where he would join up with former boss David Moyes.
But Martinez, speaking to reporters after the Toffees' 2-1 win over Stevenage in the Capital One Cup, stressed that neither the left-back or fellow United target Marouane Fellaini have made any such demands.
"No. You are going to get so many stories. The two players have been true professionals and that is what I want, players that are dedicated to the club and dedicated to the team," he said.
"I am not going to entertain any rumours or speculation. At the moment I really feel for the game. We are concentrating on rumours too much. There is nothing to tell. If there is anything to tell, we will tell our fans straight away."
Martinez insisted that the proliferation of transfer speculation is having a negative impact on the English game, and called for more to be done to safeguard teams in the future.
"I am sure the authorities will look at it and do something about it because it is becoming a bit of a footballing circus and it is not helping anyone," he said.
"It is not just Everton. It happens at every football club up and down the country, not just the ones who are fighting to win the title or avoid relegation.
"Unfortunately it is the reality of the game. I do feel a bit worried about it. It is not getting easier and it is not getting better.
"We need to protect the league, and we need to protect the players.
"We need to respect the fans and we need to stop all this transfer window business when the games are going on."Fellaini came off the bench to grab an injury-time winner against Stevenage on Wednesday, and Martinez has hailed the Belgian's ability to turn a match on its head.
"What I love about Marouane is his understanding of the game," he added. "He got involved in the creative part of our game and he is someone with a real threat in the final third. When he gets into the final third, he puts real fear in the opposition. He gave us that cutting edge we had been missing."