Wigan are now three points adrift of Aston Villa and safety following Saturday's 2-0 loss to West Ham.
The Spaniard was frustrated because Wigan outplayed West Ham but they conceded two relatively soft goals. The first, from Jarvis, was a cross which went across the goal and inside the far post.
Wigan could not capitalise on their own possession and pressure, despite the best efforts of the outstanding Shaun Maloney, leaving Martinez confused.
"We are disappointed we couldn't get any points today [Saturday] because we are getting into the critical point of the season," the Spaniard said.
"We were very soft in terms of keeping that clean sheet. We know what West Ham can do and the goalscoring ability they have and I don't think we were strong enough.
"I enjoyed the second half performance. I thought that was a dominant as you would see an away team. I won't be able to explain how we lost the game.
"There is no margin of error. We have five games and we need probably three wins. That is something we can achieve.
"We were the better team today. We need to address not conceding cheap goals but in every other department we were the better team."
West Ham manager Sam Allardyce branded on-loan striker Andy Carroll as "critical" to the club's future after he played a central role in sealing a 2-0 win against Wigan.
After Matt Jarvis had put the Hammers ahead, Carroll teed up Kevin Nolan for the goal which killed the game off and pushed Wigan, who who had dominated for long periods, a step closer to relegation.
Carroll has now contributed two assists and three goals in West Ham's last four matches and Allardyce wants to keep him at Upton Park next season.
If a deal cannot be struck with Carroll's parent club, Liverpool, then Allardyce insisted West Ham would have to land a different big-money striker just to maintain the status quo.
"He was very, very good, even with the limited supply we gave him," said Allardyce, who feels that each impressive performance strengthens West Ham's chances of keeping Carroll.
"I think it improves it, personally. Whether it can be done at the end of the season, we have to wait and see.
"It proves we are buying a player that is critical to our development programme.
"We have to be better next season than this season. If we haven't got Andy Carroll next year, we have to produce a big big money signing to get someone of his quality first and foremost, besides the rest that we need."
Allardyce confirmed that terms on a new contract have been agreed but he expects the club's owners David Gold and David Sullivan will not want him to sign until West Ham are mathematically safe from relegation.
"We are absolutely delighted to be on 42 points with four games to go," said Allardyce, who believes today's win has effectively secured West Ham's place in the top flight.
"Mathematically we are not safe but I can see us picking some more points up between now and the end of the season.
"The contract is sorted. I will (sign it). I don't know whether the owners want us to be mathematically safe."
Jarvis put West Ham ahead and Nolan sealed the victory with his 100th career goal but Allardyce was full of praise for a defensive effort which kept Wigan at bay.
"I am pleased for Kevin. It must have played on his mind that he was on 99 goals because has waited so long to get his 100 and now he has got it with great technique," Allardyce said.
"When we didn't have the ball, which was for long periods, we were excellent in our defending today. We were very resilient and dogged.
"There is no doubt that if you can win a game in the Barclays Premier League when not playing your best, it shows a measure of your determination.
"Rather than surrender, we stayed in the game until we got a chance to clinically finish them off which is what we did."