Martinez says the Scot is worth a fortune and knows clubs could come calling for him this summer.
The Wigan boss said: "I hope not but it wouldn't surprise me. He's a top player. I would never be surprised if a club with more tradition and bigger power looked at him.
"But that's a compliment to us and I don't want to see Shaun leave. He has been instrumental.
"What's he worth now? The whole stadium!
"He took a little bit of time to get used to the pace of the league. But he's been magnificent."