Martinez took over from David Moyes in June and guided the club to their highest Premier League points tally this season as Everton narrowly missed out on UEFA Champions League football.
Midfielder Gareth Barry, who spent the season on loan at Goodison Park from Manchester City, recently stated that even he, at 33, was learning new things from Martinez.
And 29-year-old Baines, who is in England's FIFA World Cup squad, is looking forward to continuing his own working relationship with the Spanish boss.
"I would definitely agree with Gareth," the full-back told Everton's official website. "As a group I think everyone will have learnt a lot from the manager.
"I have never worked under anyone like him. He is always introducing new things and he has so many ideas about how to play the game.
"I think we are all still learning and for someone like Gaz - with the experience he has - to have said what he did, you can get no higher praise than that.
"I think we can all be quite happy with the way things have gone.
"Getting back in Europe is a step in the right direction and it's what we all wanted. It's what we probably deserve as well. We have played well enough to have earned that.
"We were clinging to the hope of reaching the Champions League so to have that in the first season under a new manager shows where we are at."
