Martinez spent three years as a player at Swansea followed by another two in management, leaving him open to abuse from fans of rivals Cardiff.
"I had a really good time in south Wales," he said.
"I will get a welcome - I'm just not sure what it will be.
"I have great memories from my time down there but we will have to be on our guard because after deservedly beating Manchester City last weekend, they will be looking for another good performance."
Martinez has also been forced to defend himself from claims his side overplayed without any end product in their goalless draw with West Brom last weekend, insisting the club is in the process of change.
"I have been really impressed in the way we have been so stubborn in terms of what we are trying to do," he added.
"That is a difficult strength to show when you are trying to impose change or do things differently.
"We have been creating a lot of chances but at the moment we need too many to score goals. Now we need to focus on the final third."
Martinez also backed Roy Hodgson's decision to call Everton midfielder Ross Barkley into the senior England squad.
But he warned the 19-year-old not to get too carried away, insisting he should focus his attentions on improving with the England U21 side.
"I have no concern about Ross being involved with the seniors," said Martinez.
"Mentally, he can cope with anything. He is a very mature young man, probably because of what he had to go through with so many injuries.
"Being called up by the senior side is a really big moment but he will not lose the reality that he needs to keep improving because you do not want to lose your place at club level.
"If you do that everything else has a domino effect and you lose your England status. He is well grounded and knows his role is with the U21s at the moment.
"But it is great to see the England manager trying to look after Ross' talent, because it is a unique talent in a British footballer."