United boss David Moyes saw a £28million joint approach turned down by his former employers and described as "derisory" earlier in the week.
But Martinez feels the players themselves have acted properly despite the speculation surrounding their futures.
"I couldn't be prouder of their professionalism and the way they have been behaving," he said.
"They are two great assets of the football club. I think they realise what they have done in the past and they are very respectful towards that.
"In the same manner, the way we have dealt with things is very transparent, very clear. We always communicate whatever is going on with the players.
"They understand as well that the start of the season is a vital time for us. The only worry now is to prepare for the games and be as right as they can on the pitch.
"That has been important for the group. Football is a team sport and the behaviour of every player really matters. They have been a real example towards that."
No temptation to sell
United may yet come back with an improved bid for Fellaini and Baines but Martinez insists he has no plans to sell, whatever the price being offered for them.
"There is no temptation. In football you want to keep your best performers and that is where we are," he added.
"You always get into a debate when there is a club that matches the valuation of a player. Then you need to make a decision.
"That has never been the case and where we are is we want to keep out most influential players and build from that.
"It has been well reported what the approach has been. We take it as a football compliment and move on. Now the focus has to be the games."