After going 2-0 down, Ollie Watkins (2) and Jhon Duran struck for the 3-2 win.
Martinez said: "It was a shock (to go two goals down), we were controlling the game.
"I think the first strike of the game it went through legs and they go 1-0. The second with the free-kick they go 2-0 up. But, it shows how far we have come as a club and we got three points."
On Duran's winner, he continued: "I have seen it from behind and I saw the ball moving - it was unstoppable.
"It was a great strike, we have been trying to held Duran in the Premier League and if he can keep the consistency he can be a really big threat.
"He can be one of the best strikers in the world, but he needs to keep his feet on the ground and to work hard.
"He has one of the top strikers (Ollie Watkins) in England playing in front of him."