Speaking about Chelsea's interest in the winger, Martinez said: "You could go through every dressing room in the country and you'll always get one or two players who don't know where their future lies.
"I don't understand why we put our players in this situation. The transfer window is a fantastic part of our game, but it should close before the official games start. I think it's disrespectful to the fans and very unfair on the human part of the footballers.
"In the last 10 days Victor has got himself focused and he wanted to help the team. His performance showed that, but it's unfair to ask any player to cope with that mental pressure."
There was also a hint that Moses may well stay at the DW Stadium with Chelsea's interest appearing to be little more than flattering.
Martinez added: "Victor knows that if (a club) doesn't want a player enough, it's not a good move. I'm delighted Victor's here, I'm delighted he showed he's desperate to perform for our team."