His side were beaten yet again in the Premier League and are rooted to the bottom of the table.
Martin saw his side lose 5-1 to Chelsea at home on Wednesday night at home.
Martin responded to a question about fan jeers, stating: "I understand that people want their team to win and when they see such a big scoreline and a couple of goals we concede, I understand it.
"So it's football, right? It's emotive and people feel so much about it, it's why it's such a special sport in this country and so big so I understand it.
"I feel really proud of the players tonight. Some of the football they played, we played, 11 against 11 was amazing and we should have been 1-0 up.
"We conceded such poor goals, a set play and a mistake, but the response was brilliant, we're so in the game, have good moments and hurt them with the ball.
"They hurt us as well because they have top talent but I saw a team that looked confident and took the ball a lot in the press early on in the game.
"We have a moment that changed the game because I thought we were in it, there were goals for us and then for an hour with 10 men we dug in so deep.
"There were some big performances and I'm proud of them for that and I'm grateful to them for that because that's not easy in that circumstance.
"It would be so easy at that point to stop running a bit, stop wanting the ball but they didn't and there were some big performances."
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