Just three points separate the two teams and a win for 18th-placed Valladolid would see them exit the relegation zone at the expense of Malaga.
"It's a game in which we will have to be strong mentally, because it's going to be a long 90 minutes," added Martinez in his pre-match press conference.
Valladolid have only lost one of their last five league games - a 3-0 defeat at title contenders Atletico Madrid - but have managed just one win in 2014, drawing three of their last four.
As a result, Martinez has called on his team to aim high when they head to La Rosaleda.
"We have to begin preparing for the match from when we set off for Malaga, but obviously it's no use talking about it, we have to win, because just picking up a point here and there will not be enough," he said.
Oscar Gonzalez could return to action after a month on the sidelines with an ankle injury, and the midfielder told reporters he was prepared to take a pain killing injection if it meant he was able to play at La Rosaleda.
The injured Jeffren and Heinz Barmettler are therefore the only Valladolid players ruled out of the game, while Malaga will be without Jesus Gamez, Eliseu and Flavio Ferreira.
Malaga goalkeeper Willy Caballero spoke to reporters ahead of the game but did so with less urgency than the Valladolid coach.
"The league doesn't finish on Saturday, whether we win or lose," he said.
"If we lose we won't get relegated, and if we win we won't be guaranteed survival. It's not a cup final, but it is an important game."
Bernd Schuster's side could only manage a 0-0 draw in their last league game, away to Almeria, but the result was an improvement on a home defeat to Real Sociedad a week earlier, which had followed a 4-1 defeat at minnows Rayo Vallecano.
"We have been looking very nervous and insecure in some of our games," admitted Caballero, who hopes his team can get a boost by beating Valladolid.
"We don't want to keep experiencing moments like this, now is the time to turn things around."