Reports of a potential move emerged during the transfer window, but they fell through early on as Barca focused on recruiting a replacement for Neymar.
“It didn’t reach the stage where I talked to them,” Martinez told Noticias de Guipuzcoa.
“All I heard was noise and it never went further than that, so of course I don’t feel annoyed, in fact it’s quite the opposite.
“La Real is a club where I feel valued and totally comfortable, so I can give them my full focus and continue helping the club progress.
“Why did the move not go through? I don’t know, I was not told anything then and I am not going to try and find out now. I’m now calm, relaxed and focused so we’ll try to have another successful campaign.”
The 26-year-old is now in his seventh season with La Real, and returns to La Liga action against Deportivo La Coruna on Saturday, having missed out on the latest Spain squad.