The Argentine has been linked with Wigan this week.
Martinez said: "I am not going to mention any names.
"We have got a little bit of room to bring one or two players. I spoke with the chairman yesterday and the injury to Ivan has put us in that situation. We are looking for the right player, somebody that can help us.
"But the focus is on the players we already have here. They have the experience of what is needed at Wigan Athletic - the way we need to play, what we need to achieve.
"I will never go into a position of mentioning names of other players that are involved with other football clubs. I don't think it is respectful.
"I don't like it when people do it about our players in the middle of a season and I would never do that."