The Spanish midfielder says he knew he had joined a great side when he moved to the club last summer but winning the treble was beyond his wildest dreams
Die Roten won the Bundesliga in record time, the Champions League for the first time since 2001 and the DFB Pokal.
The 24-year-old, who was one of Bayern's key players throughout the campaign, says their achievements since he joined the club last summer have surpassed his expectations.
"I definitely knew that the team was capable of greatness, but the fact that at the end of the season we managed this historic triumph was certainly a surprise," Martinez told TZ.
Martinez also says he is fully aware that repeating such heroics next year will be very hard.
"It will be very difficult to repeat all that success in the coming season. This campaign we won three trophies and we are entered into the history books. In Germany, no side had done this previously," he continued.
"It is going to be difficult, but we will do everything that we can to celebrate again next year like we have this season."
Martinez joined Bayern from Athletic Bilbao in August 2012, for a club record fee of €40m. He made 43 appearances in his debut season, scoring three goals.