Baines has been ever-present in the Everton line-up this season, helping the club to sixth in the Barclays Premier League table after five games.
Martinez has hailed Baines's attitude and claimed the Everton left-back is the victim of a transfer window which is inherently flawed.
"I think with Leighton I have said all along he has been a real example in how to be able to cope with the pressures of the transfer window," Martinez told Sky Sports.
"There are moments when you need to have time to think about your career and your next step and that is normal and that is natural.
"I think what we need to change is that we don't put the human beings in that position while the games are going on because there are other people that can get affected.
"But Leighton Baines has been terrific in the manner that he has always been professional, always done the right things and he has given everything that the he has got.
Baines had been the subject of more than one bid from Manchester United over a summer that saw Everton midfielder Marouane Fellaini make a switch to Old Trafford.
Everton were not prepared to sanction the sale of both Fellaini and Baines to United and Martinez clarified the the club's stance regarding Baines.
"Remember there has been a lot of talk that sometimes is misguided," said Martinez. "You get information in the media that is not necessarily true and that can affect the player in the same manner."
"With Leighton's position from all points of view that has always been the case nobody has matched his valuation and from that point on there has never been a decision to be made.
"But clearly Leighton Baines has been an example of how a footballer should behave and in many ways it's a case that we should learn from because it's unfair to put a player in that position."