The Wigan assistant boss yesterday emerged as a shock candidate to replace Eddie Howe, who left the Championship club to return to Bournemouth at the end of last week.
"It's always a massive compliment when other clubs see the good work that you are doing at your football club," Martinez told the Wigan Evening Post.
"That's the case for players and it also applies for the staff as well, in this case Graeme.
"What we have to do is keep focused on the job we have to do here, and the goals we have set ourselves to achieve this season.
"This is a really important time at our football club, and it could turn out to be a significant building block in our legacy as a football club.
"We are very focused on what we have to achieve this season - and that's not going to change."