Martinez has been linked with the vacant Tottenham job.
"As far as I know he is staying, and hopefully that is the case," McArthur said.
"He's a brilliant manager and as players we obviously all want him to stay, to continue pushing the club forward and hopefully cracking on into that top 10.
"Obviously with Harry Redknapp leaving Tottenham he'll be linked with that job - and whoever does take over he'll be linked with his old job.
"He'll no doubt be linked with every other job that comes up this summer because of the fantastic work he's doing at Wigan.
"But that's no concern of ours at the moment."