The 23-year-old has conceded that everyone at San Mames is concerned about the coach's future, hoping that the Argentine would consider staying with the Basque outfit
The Argentine, who took over the Basque team in July 2011, is rumoured to be courted by a number of sides from all over Europe after a stellar first season with the La Liga outfit.
Martinez, however, has stressed that should Bielsa remain at Bilbao, it would serve as a major boost to the Europa League runners-up.
"We do not know, and the coaching staff don't either. If you [the reporters] are intrigued, just imagine how we are," the Spain international told Marca on Friday.
"I've always said I'm very happy and would like to continue [in Bilbao]."
Athletic Bilbao face Barcelona in the Copa del Rey final next Friday with the kick-off at the Vicente Calderon set for 22.00CET.
Goal.com will be running a dedicated LIVE! on Saturday from 11.00-00.00BST to keep you up to date with all the latest about the Champions League final between Bayern Munich and Chelsea, while also offering you the chance to ask our European football editors any questions you have about the game via Goal.com International's Twitter account, or our Facebook page