But he opted to stay with chairman Dave Whelan instead.
Martinez said: "I had an agreement with my chairman and he is the most supportive chairman you could have.
"After three years at Wigan, I needed to know what he wanted to do. I wanted certain things done for me to stay here.
"I spoke to another three clubs, but the moment the chairman made his decision and wanted to take Wigan to the next level... he is a very persuasive man."