Fellaini has been heavily linked with a move either to Arsenal or to join former manager David Moyes at Manchester United.
But incoming Everton boss Martinez says the 25-year-old, who has a release cause in his contract, is going nowhere.
Martinez said: "I don't think it is an issue.
"You are not talking about a player who is out of the squad or in negotiations with another club. I won't look to speak to him about this because there is nothing to speak about.
"What I want is him to be ready for the next season, to be ready to take an important role at the club and understand that it is a big season for him.
"As an individual, he has got an exciting year in front of him and I don't think he is personally thinking, 'Am I going to be here?' I don't think that's in his head."