Fresh reports have linked the Belgium international, whose contract reportedly contains a £23.5million buyout clause, with a move to Old Trafford.
Martinez told the club's website: "There are no bids.
"When you read that someone is interested in someone, it doesn't mean there is a bid on the table.
"Marouane has been working really hard. Leighton Baines has been working really hard for the team and that's all that matters.
"Headlines in the media happen at this time of the season unfortunately but it won't distract me from the work we have to do. I'm not bothered at all.
"It is speculation in the media and you'll never stop that. I've said from day one as a manager you only concentrate on working hard.
"I don't mind having my players grabbing headlines. That's a good story because it means they've been doing well and performing well.
"I'm only concentrating on having as strong a squad as possible for the start of the season. That's all my concern is."
United, now managed by former Everton boss David Moyes, are keen to strengthen their midfield but have so far failed in attempts to sign Cesc Fabregas from Barcelona.
Real Madrid's Luka Modric, and now Fellaini, are reportedly further possible targets.
Left-back Baines, 28, has also been the subject of speculation linking him with Old Trafford this summer.
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- Leighton Baines
- Old Trafford