The Latics saw another fixture pass them by without any profits gained, meaning they remain inside the Premier League relegation zone with just five games left.
They have every right to feel that they should have taken something from a trip to Upton Park, having dominated possession for long periods.
They were, however, left empty-handed and have no reward to show for two impressive away performances in the space of four days against Manchester City and West Ham.
Asked if his side were unfortunate to come away with nothing on Saturday, Martinez told Sky Sports: "Massively. I think luck plays a big part in the game, as we saw today.
"I thought today, especially in the second half, we were the dominant force. We created many, many chances and we are the ones that conceded a goal. That is disappointing.
"The two goals that we conceded are a little bit soft, but if you look at the overall balance of play and the amount of chances that we created, we deserved to get much more than what we got today.
"Sometimes you have moments like that in a season when you play very well and luck doesn't allow you to collect the rewards that you deserve.
"I thought both teams, because we played on Wednesday, we looked a little bit pedestrian and the pitch was very long - that probably didn't allow it to be a flowing game. But we did really well in the second half and the scoreline doesn't reflect the performance at all.
"For us it is a good challenge to maintain that sort of performance, because you will never see a run of two games like we have had without collecting anything.
"It's important that we don't drop our level of performance. If we keep performing like that, we will get the points that we need. The problem comes when you drop the performance, but that's what we are going to be focusing on to make sure we get refreshed and ready for the next game."