Despite avoiding an early banana skin and easing past four-time League Cup winners, Martinez admits a cup run pales into insignificance when compared with building a future in the top flight.
He said: "For us, staying in the Barclays Premier League is our objective and everything we want to do as a football club relies on that.
"Playing every week against the best teams in the country is our best cup competition if you want. We've got 38 cup finals.
"Yes we want to win every game we go into but we need to be able to do it with the full squad. The moment we can make seven or eight changes and be able to be competitive that is when I will be pleased and looking to get as far as I can in the cup competition.
"Would you rather win the cup competition or suffer in the league because of that? There is a moment where you see it interfere with league competition.
"Birmingham won the cup and they got relegated. Middlesbrough a few years back, even Stoke had an incredible run in the Europa League.
"For us, because of the money, because of the prestige, there is nothing like being in the best league in the world."