Martinez was upset this week by Wenger's criticism of Everton's loan signings.
And ahead of former club Wigan's Wembley semi with Arsenal, Spaniard Martinez said: "The hardest thing in football is to be expected to achieve something.
"That is a killer. And the opposite is when you are not expected to do anything, just to enjoy your football. I am looking at Wigan and they are under pressure in the Championship.
"Every game, they have to win to get into the play-offs, to get promoted. That intensity. All of a sudden they have a freedom and a release game. At Wembley, where they had two incredible experiences last year. The players are going to go there and be themselves.
"For Arsenal, it's the opposite - they go there and they have to win. It doesn't matter, they have to win. I just think it's very dangerous. Not because it's Arsenal versus Wigan but because that approach is....it's the same with Hull and Sheffield United."
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