The Toffees cruised past Swiss club Young Boys 3-1 on Thursday night to move through to the Europa League Round of 16 thanks to a 7-2 aggregate win.
However, their domestic form has suffered as a result of their European success and it was no different when losing 2-0 at Arsenal on Sunday.
Martinez said: "It has been more of a chore than enjoying our football. I have not seen that enjoyment in our team in the league with points at stake.
"I do see that enjoyment in the Europa League, but I feel the group is becoming stronger."
The Spaniard felt his side performed to a reasonable level but were killed off by a Gunners side who were a little bit more clinical.
"You have a 2-0 scoreline, but it doesn't reflect what happened on the pitch. Unfortunately that is the story of our season," he added.
"We have not had the momentum that allows you to win games, that is something we need to change quickly."
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