Romelu Lukaku has recently been linked with a move to Juventus after reports emerged he is unhappy with being loaned out again by Chelsea.
The Belgian striker looked impressive during his temporary side's 3-2 win against Newcastle United on Monday, scoring twice and supplying England's Ross Barkley to make it three.
The 20-year-old looked set to become an important member of Chelsea's squad this campaign, but was surprisingly farmed out for a second consecutive season to Goodison Park.
Lukaku scored 17 times in 20 Premier League starts during his loan spell at West Brom last season, and mentioned he felt he deserved a chance at Stamford Bridge on his arrival at Everton.
The poor form of Chelsea strikers Fernando Torres, summer signing Samuel Eto'o and Demba Ba has left many in disbelief at the choice to let the striker leave.
Martinez was quizzed by reporters about the link to the Italian giants and the Spanish coach was not at all surprised.
The Everton manager said: "That’s the first time I’ve heard it, but it doesn’t surprise me. I think what matters is that he is enjoying his football.
"I thought his away debut was impressive. I thought the home debut was exciting to watch.
"From the warm-up, you could see the warmth towards him from the fans, and that would have made a massive difference to how Rom[elu] was feeling at the start of the game.
"His understanding and relationship with the players around him was very pleasing.
"But it’s only the start. He’s still a very young man and we’re really looking forward to seeing him go from strength to strength."
Everton, who are the only side still unbeaten, will face a wounded Manchester City on Saturday after their 3-1 loss to Bayern Munich in the Champions League.
Lukaku will come face to face with Belgium captain Vincent Kompany, and hopes he can prove himself come Saturday.
"I want to prove to everyone that I can be the boss," said the 20-year-old to the Liverpool Echo.
"I hope we can go without defeat for the international break with Everton and then we’ll see what happens there."
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