Martinez fears fellow Spaniard and close pal Santi Cazorla could cause his team major problems.
Martinez said: "I speak to Santi a lot. He is a big friend of mine and we speak a lot and exchange a lot of texts.
"Santi is very comfortable in London. It is a place he likes and he enjoys playing for Arsenal.
"He keeps telling me how they are determined to come and win and do something special.
"We have to be very careful of him as he can hurt teams."