The Saints are back in the Premier League a year after they were relegated to the Championship.
While they had some poor results in preseason, Martin was happy after a 0-0 draw against Getafe this weekend.
Speaking to the Daily Echo, Martin said: "I think they're in a good place physically.
"I just said to them there that it's been a brilliant pre-season in terms of work and what they've done and how they've conducted themselves and the intensity of it all.
"So I'm glad it's over. I think everyone is now. Pre-season's done. Everyone's just looking forward to the start of the season. I saw a lot of stuff I liked and bits we need to work on.
"Every game I think it's been a progression. The only one I've not enjoyed is Oxford for 60 minutes - I think during pre-season I'll take that.
"So there's a certain level of performance there. They need to stay brave and if they do, we have a real chance of surprising people and having a really enjoyable season."