The Spaniard has led his new club to an unbeaten start to their Premier League campaign, with three draws preceding their hard-fought 1-0 success over Jose Mourinho's men last time out.
And Martinez has urged his players to pick up where they left off against Chelsea when they visit Upton Park.
"It is vital (to build on the Chelsea victory)," the former Wigan Athletic boss said. "In any big win you need to give the value to those points with the next result.
"I do feel being unbeaten speaks volumes for the work-rate of the squad and of how well we have been focusing on each game.
"Now it is important we follow the victory over Chelsea with another good performance in a difficult environment at West Ham."
Martinez could also welcome midfielder Darron Gibson back his squad following his knee injury, and the manager admitted he will be delighted to see the Republic of Ireland international back.
"Darron is quite unique in his role. With his forward passing and ability on the ball, he is someone that is very much needed in any team," he told the club's official website.
"He wants to control games and we are delighted that Darron's knee is a lot better and he is fully fit."
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