The Bavarian outfit's chief conceded that the Spaniard's comments may signal the end of his side's interest in the player and hinted that Mario Gomez may not always be a starter
The Spain international has been linked with a new challenge in recent weeks, with Barcelona, Bayern and Manchester United understood to be monitoring his situation.
Earlier in the week, Martinez pledged his future to Athletic and indicated he wants to see out his contract with the Basque side, which runs out in 2016, and Sammer has admitted that his side may drop their interest in the player.
"We have not yet checked if Martinez's statements are true," he told a press conference which Goal.com attended.
"We will look into it but if you look at the transfer fee maybe it would not be the right move."
Athletic have always maintained that they plan to honour Martinez's €40 million (£31.5m) release clause, a figure the Bundesliga giants are not willing to meet.
Meanwhile, Sammer commented on Mario Gomez's chances of retaining his place in Jupp Heynckes' starting line-up after the club signed Mario Mandzukic and Claudio Pizarro earlier in the summer.
"Gomez has already show that he is a world-class player," he added. "Until now, we had been a little bit short up front.
"There will be situations in which a player will not play, but Bayern are what matters and everyone has to serve the club.
"We will need every player. There will be some difficult situation, but everybody is needed and has to behave properly."