The new Toffees boss is confident of keeping the 25-year-old at Goodison Park, despite the Gunners launching a move to sign the combative midfielder this summer
Fellaini is the subject of interest from Arsenal, who have made a £22 million bid for the midfielder.
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"I don’t think it’s an issue at all with Marouane," Martinez said.
"Transfer speculation is unstoppable when you have been as successful as Everton. You will always get other teams who admire and want to take your best players. That’s normal and happens everywhere. It happens at Real Madrid, at Manchester United and Everton. So there’s nothing we have to speak about.
"What I want is him to be ready for the next season, be ready to take an important role at the football club, and understand that it is a big season for him – for the club – and to get into the Belgium team to try to win the World Cup.
"I really don’t believe Marouane is thinking, ‘am I going to be here?’ I don’t think that is in his head."
Fellaini joined Everton in 2008 from Standard Liege and has scored 32 goals in 173 appearances for the club.