French forward N'Zogbia, one of the Latics' most potent attacking weapons over the last two seasons, joined Aston Villa in a £9.5million deal in the summer.
N'Zogbia's departure has seen youngster Victor Moses given more chances while Scotland striker Maloney was brought in from Celtic on deadline day last month.
Maloney, 28, is hoping to make his mark in the Barclays Premier League at the second attempt after a previous unsuccessful spell with Aston Villa.
Martinez wants to give him time to settle and does not want to burden him with an expectation to match the impact made by previous players.
The Spaniard said: "Every player is different. It would be a big mistake to try to replace a player that has gone.
"The players that have gone haven't got an influence in the side anymore.
"What is important is to see the talent we have in the squad is really exciting.
"Shaun Maloney is in the peak of his career at 28. He has got the know-how, the experience and technically he is such a gifted player.
"If we can get him to enjoy his football he is going to be an exciting player to watch and he will have a massive role."
Maloney was overlooked for last week's loss at Manchester City but made his debut in Tuesday's Carling Cup second-round defeat at Crystal Palace.
He will hope for another opportunity at Everton on Saturday but Martinez intends to ease him into action.
Martinez said: "We need to help him to get himself up to the speed that the league demands because he is coming from a completely different competition and in a different role, playing in a team where you probably don't have to work too much off the ball.
"What is important now is that Shaun is injury-free. He has a fantastic football brain, he has had great experiences.
"I want him to enjoy his football in probably the most important years of his career."
Martinez, 38, is optimistic about the future at the DW Stadium after steering them clear of relegation last season.
The former Swansea manager was heavily linked with Aston Villa in the summer but resisted overtures from the midlands club.
Chairman Dave Whelan made the manager a promise to significantly upgrade training facilities at the club's Christopher Park base and, although plans are delayed, Martinez is upbeat.
Martinez said: "We have had a bit of a setback in terms of the timescale we expected but we are well on with what we want to do.
"We are close to finalising the paperwork with the training ground.
"It is going to take between six and eight months to get the new buildings.
"We are really excited. The training ground is an important part of the football club and it is going to be a big part of the legacy of Wigan Athletic."