For the second home game in succession the Latics put in a dismal performance as Southampton's desire and determination was matched in magnitude by the luck with which the Latics came away with anything from the game.
Speaking after the 2-2 draw with the Saints, Martinez said: "I think we allowed Southampton's pressure to be very effective.
"I don't think we were quick enough with our short passing and we couldn't get away from that first line of pressure that Southampton had. All of a sudden they were a real threat.
"In any sport, when you go into a game where there's huge expectation it becomes a lot harder. That was quite evident.
"I've never seen our crowd as frustrated and as worried as they were. We all need to learn that we've got six games left at home, every single game is an opportunity to get points and we need to enjoy the challenge and be as good as we can be.
"The character we showed to get back on level terms is exactly what we need in this final third of the season."
Next up for the Latics is hte visit to Stamford Bridge to take on Chelsea at the weekend.