The Toffees were beaten 4-1 by the Gunners at the Emirates Stadium which came about as they dropped back to seventh on the Premier League table as Manchester United slipped above them.
"If you don't get hurt by that (Arsenal defeat) you have got nowhere to go really if you don't have those feelings," Martinez said.
"We are fully focused now. We have just got the league â€“ 33 points to play for, which is a phenomenal amount.
"The season now is very much alive for us. As a group now we have got a clear indication of where we need to get."
He added: "It is going to be a bit of a process and a bit of work but I think you saw we are not far away from being able to go to Arsenal and be able to get through to an FA Cup semi-final.
"Now it's just a matter of making sure the small margins get affected in our favour and we can progress without expecting to go into big places like the Emirates and be beaten.
"The performances are showing that we're starting to develop that belief so the next stage is to be able to reflect it in the scoreline."
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