The England international has been linked with a move to Premier League champions Manchester United for several transfer windows, with Everton managing to reject those overtures so far.
However, speculation has circulated that Baines has failed to agree a new contract with the Merseyside outfit and could reunite with David Moyes in January.
But Martinez allayed those fears and insisted Everton are looking to strengthen their squad and not weaken it by selling one of their key performers.
"I always said we will always work extremely hard on a daily basis to get stronger," he said.
"That means looking after the players who are playing well, and working hard on the recruitment side to improve the squad.
"When there is anything to tell the fans they will be the first to know, now is a time to trust the squad and that we're doing the right things.
"It's not the right time to speak about those situations. Leighton has had a massive role this season and we want that to continue."
Everton have amassed 18 points from nine Premier League matches this season, and have lost just once in the league, leaving them sixth in the table.
And Martinez feels that while Everton cannot compete with the top sides on a financial level, they can still be a challenger for the title in the long term.
"You always work towards that (the title)," he continued. "It could take seasons, remember there is a huge difference between a group of teams who work at a huge financial level.
"I believe in football it's not all about finances, we're not financially fighting with these teams but I do believe with the characters we've got a big club and one day we can challenge.
"But it will take time to bridge that gap."
Everton continue their Premier League campaign when they welcome Tottenham to Goodison Park on Sunday.
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