The Saints have been back in the Premier League for only a short few weeks after promotion last term.
But they are already under huge pressure, having lost their three games so far this term.
Asked about ex-players turned pundits critiquing his team, Martin stated: "It's not overwhelming at all - it's the job.
"I don't enjoy it either, it's not a problem but it doesn't overwhelm me one bit, it's just part of the job. It was the same last season.
"We had a period last season at the start where we had a really tough time and then people can say what they want with very little recourse.
"People who don't watch us often but judge us on an eight-minute highlight reel. The same people who said things last season then spoke about what a brilliant job I've done.
"They said I need to make a change, they'll be the same people who are doing that now after three games. I treat it all the same, whether it's positive or negative.
"The people here are the only ones I am concerned about. The people who work with me every day, who know me, who understand us and what we want.
"The noise heightens in the Premier League but it really doesn't impact or affect what I do, what we do," Martin continued.
"I find it quite interesting and sometimes quite enjoy some of the comments. Certain people that I think would love to play with a team like this.
"They're really good players and they understand what we do and why we do it, but people are paid to have an opinion, and sometimes based on very little evidence.
"You can say what you want and don't get called back about it two or three months later, whereas everything I say, you will question at any point."