The Argentine striker's contract expires at the end of the season, sparking rumours that the club may cash in on him in January, but the Spaniard refutes those suggestions
The former Chelsea man's contract expires at the end of the season and Martinez has previously insisted that the club would rather lose him in the summer than cash in on him.
Di Santo netted in Wigan's draw with Fulham on Saturday, and the Spanish boss also admitted he "hates" the frantic nature of the January window.
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"We will lose players and have to move players on but we also want to keep players.
"I think the window is fantastic for the fans, for the media. It brings great speculation.
"All the fans get excited. It gives you the opportunity to have a second life if you want, in the season. What I hate is that the window is open while the games are going on and I always found it impossible for the players.
"We forget that players are human beings and if you’re going to consider the next move in your career, you’re allowed to do that because as a human being in any job you need to do that.
"The problem is that when you do that while the games are going on, it’s disrespectful to the club, it’s disrespectful to the fans and disrespectful to the competition itself."
The Lancashire club have been involved in a string of relegation battles in the past few years, staying in the Premier League last year following a late run of form, but the manager believes the club should aim higher.
"I think changing the mentality of us as a football club is important. Slowly we need to move our aims and try to finish in the top 10," he continued.
"We finished top of the form league in the last nine games of last last season and in the summer the pundits were quick to mention Wigan are favourites for relegation. We need to change that perception."