Left-back Baines has been linked with a move to join David Moyes at Manchester United while midfielder Fellaini has attracted interest from Arsenal but Martinez is expecting them to play in Toffees shirts this campaign.
"This is the moment of having speculation, having talks and clubs looking around. I see it as a real compliment - you don't get that if you don't perform well," he told Sky Sports News.
"We are Everton and we want to keep our best performers and we have got our own aims and that is very clear.
"We are not losing any sleep over that (speculation). We are really focused and trying to work as well as we can as a group, making sure that every day counts towards where we want to get.
"The attitude of the group is exceptional and that is what excites me, looking forward to tomorrow and making sure we grow day by day."