Martinez is a target for Spurs after their dismissal of Harry Redknapp.
"I have not been approached, and Roberto has not been approached," Whelan told ESPN.
"He is so honest that he would tell me the minute that he has.
"I think it's pie in the sky that Spurs want Roberto. It seems that way as they have made no approach.
"That's not to say that they won't, but I hope that Spurs go for David Moyes and leave us alone."