Martial failed to replicate his United form for France during their run to the Euro 2016 final.
"He was the first one who was not satisfied. I spoke with Anthony about this Euros," Deschamps said.
"He arrived there exhausted because he had a very long season. He's a young player, he has to go through moments like that.
"He was expecting more from the Euros and me too. But, the things were more difficult. He has to learn from this to progress."