But he showed his displeasure when taken off with 10 minutes to go and appeared to ignore Keegan's offer of a handshake before sitting at the back of the dug-out.
It was a similar scenario to Tottenham striker Robbie Keane's reaction after he had been replaced during the second half of Sunday's match at Manchester City.
Keegan said: "I haven't got a problem with him (Martins). I wouldn't be happy to fetch a player off and then seeing them doing cartwheels and being pleased to come off.
"You've seen it with Robbie Keane as well the other night. I like that in players. All right, I went over to him afterwards and said I know it hurts when you come off.
"But it was not for his performance. It was just tactical and myself saying 'let's just shore things up here'. Obafemi put a really good stint in.
"He has every right to be disappointed but I think whoever I fetched off at Birmingham would have been disappointed because they certainly were committed.
"There is no problem. We won't fight or fall out."
