Two late goals in each half from Clint Demspey and Moussa Dembele were the difference between the two sides as the Latics came away with an eight straight defeat.
Speaking about the game to the club's official website Martinez said: "You look at the stats and they are good enough to win two football games never mind one.
"We hit the post twice and had some very good opportunities. It's quite clear that the way that we pressed Fulham forced them into errors and opened up chances for us, but we were heavily punished with a really quick counter attack.
"At the moment we are so focussed about trying to win football games that we are leaving ourselves a little bit open. The effort that the players put in deserved a different result.
"I'm sure that Fulham will be delighted with the result but, I'm sure that they'll be wondering how they got it because it was quite clearly a one sided game.
"The boys are really affected by the recent results and really down, I felt that they gave everything that they had today.
"It is very emotional when things don't go your way and you start to think, what will it take to score a goal? It is hard to take but that is the reality of football."
With eight defeats on the bounce this is one more than the seven seasons in the top flight. With the way things are going an eight season is beyond the Latics.
