The Republic of Ireland international's impressive form has sparked speculation that he could be on the move.
Speculation has suggested that the Toffees have been in negotiations with Manchester United over the 25-year-old, but Martinez has made it clear the full-back will be staying at Goodison Park.
“It must be a different Seamus Coleman, because we’ve never had any conversations with anyone,” Martinez said.
“The truth is that Seamus has been having a very good season and we want that to continue. He’s becoming a very important player at Everton. He’s going to be a very important player for his national team.
“And obviously we want Seamus to stay here for a long time, so it’s nothing to comment on.”