Everton lost 4-1 in the quarter-final at the Emirates Stadium last weekend, but Martinez is a firm believer in taking the positives from every situation and is confident his side can finish the season strongly, starting at home to Cardiff on Saturday.
"We want to get into a position where we can learn from these sort of games to control the small margins but all the focus and concentration goes into the league, there is no reason for distraction," he said.
"It has been an intense period; we lost to Arsenal way from home and they have been involved in Champions League football for many seasons.
"It was a game which could have gone either way but there is no shame in losing a quarter-final away from home against a team like Arsenal.
"When you work together you develop many aspects in your performance and we have been developing and getting stronger.
"From the disappointment of going out of the quarter-finals of the FA Cup you learn what you can do better and develop experience.
"We have an incredible opportunity to be as good as we can for the fight of the final 11 games of the season and that is where everything gets decided.
"We've had a good campaign so far which has given us a solid amount of points and now we need to make sure we fight for every point and make sure we are a strong team until the end of the season."
One of the aims of that strong finish will be to qualify for the Europa League, with a fifth and sixth-place finish currently the qualifying spots for next season's competition.
Everton currently sit seventh, one point behind Manchester United, and Martinez is focused on taking his side back into Europe.
"Clearly now the objective is to finish a place above and it matters."