The Wigan manager was impressed with his former frontman's decision not to celebrate but conceded the team needed to improve if they are to avoid last season's situation
Rodallega rose highest to bullet a header past Ali Al-Habsi and give Fulham the lead they never relinquished, but chose not to celebrate out of respect for the Wigan fans.
And it was a gesture that didn’t go unnoticed by Martinez who lavished praise on his former striker after the game.
Martinez told reporters: "Hugo has had a tremendous past at Wigan Athletic and I know when he retires he'll have a soft spot about our football club.
"He's a tremendous striker, but he's moved on, we've moved on.
"He showed real respect to the fans, he could have celebrated the goal but it was a nice gesture and I think the fans recognise that."
On the result itself, Martinez expressed his disappointment that Wigan couldn't get anything out of the game, especially with the number of chances his team passed up.
"I think overall I don't think we deserved to lose," he added. "You look at what Fulham did, it's create a few chances, they had more chances than we would have liked, we needed more intensity in our defensive play.
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"We had the better chances – when Jordi's [Gomez] chance it the crossbar and bounces off it seems that it's not going to be your day but Arouna Kone's chance, Mauro Boselli's chance - that's as open as you can get and you need to score goals.
"Scoring goals is a must if you want to get a positive result, I don’t think we deserved to lose, both teams did enough to get something out of the game."
The Spaniard also lamented his side's lapses of concentration at the back, and conceded that his defence must tighten up if Wigan are to regain their focus this season.
He added: "We need to improve in certain aspects, we can't concede goals so cheaply, then it becomes very difficult to win football games.
"I was delighted with the way we started the season, we started like we finished last season, but since the international break probably we have lost a bit of focus. We need to react and address that."