Martinez wants to get much of his summer transfer business done before the tournament starts in Brazil on June 14 but the situation with the Belgium international is likely to take longer than that to resolve.
"I don't think that's my worry. The worry would be that if the deal was a cheap one, it would be because he has had a torrid time and hasn't fulfilled his potential," he told the Liverpool Echo.
"We are too close to Romelu to hope he has a poor tournament. We hope he has a really good World Cup - and then decides to come to us.
"We'll see what's the best thing for everyone but everything will be in stages: how Chelsea are doing in their own squad and how that frees some players.
"It's going to take a bit of time and I don't think Romelu's situation is going to be resolved before the World Cup, in truth. I think it will be after the World Cup."