Martinez had no answer when the Saints used their financial muscle to snap him up for £6.5m.
"We've always liked Jay, ever since he came through at Burnley as a young prospect," said Martinez. "Their valuation was a bit too high but he's a player with tremendous potential and the fee Southampton paid reflects that.
"You need to find another way and be creative, widen your market and scouting and recruitment.
"Teams come up with no fear, a real bravery.
"If you get promoted with that winning momentum and you're in a new league, it's easier to carry on doing the same thing, rather than being defensive-minded."