Ahead of their clash with Ipswich Town, Martin highlighted the passion of Saints fans despite their poor start.
He told the Daily Echo: "I think the fans have been brilliant. The ones that travelled on Tuesday night to Everton and the cup.
"The ones after the Man United game, where the majority stayed and clapped the team off and we're going to need that. The players need that.
"The relationship between them and the players last season was incredible with the way that grew and it seems to have stayed on course despite a tough start.
"We are going to need everyone. I don't think anyone thought this season was going to be easy and we knew there were going to be a few tough moments.
"We should have more points than we have. It's really that simple and I think a lot of people who have been to the games would probably understand that.
"They're seeing a team that's given everything they've got - which should be the thing they're really judged on all the time."
Martin continued: "The rest is on me. I'm asking them to play in certain ways but the players need the supporters.
"The supporters need the players to give them everything and I think they've given that so far. I feel like we just all need that first win.
"Everyone can then relax and actually enjoy themselves a bit so I want to put a performance in that the players enjoy being part of."