The Senegal forward has been training with the Latics after he was released from Blackburn.
Martinez has also welcomed back former goalkeeper Richard Kingson, who is also without a club having left Blackpool, but the Latics manager has stressed neither are being considered as new signings.
"We have Kingson and Diouf training with us but I think it has been blown out of proportion," said the Spaniard.
"They are both experienced players with a great international career and if they can benefit from their work on a daily basis with us then we are delighted.
"They bring a real air of professionalism and great experience into our training sessions and it is beneficial for everyone.
"But there is nothing else apart from they are training with us.
"We are trying to help them get that full fitness you need when you are involved at club level.
"They need the group dynamic and we are quite happy to welcome them and use their experience in the same way they are using the opportunity to get fully fit for the next chapter in their career."
Asked whether there was any possibility of signing Diouf, Martinez added: "No, I don't think we ever considered that.
"Dioufy is a fantastic character and has had different stories and a different perception in the media but he has been a real professional and has been working hard."