The Republic of Ireland international has become a key player for the Latics since joining the club from Hamilton in July 2009 and scored both goals in Saturrday's 2-2 draw with QPR - his first for almost two years.
Wigan are no strangers to losing star players to other clubs having seen Leighton Baines, Antonio Valencia, Wilson Palacios and Victor Moses all depart for other Barclays Premier League clubs, the latter joining Chelsea earlier this season.
Martinez would certainly not be surprised if McCarthy was the latest player to attract interest, saying: "That's the nature of the game.
"Manchester United lost (Cristiano) Ronaldo so I'm not going to be concerned about that. I'm pleased to see him improving, enjoying his football, taking responsibility and putting in performances to get good results for Wigan Athletic.
"James McCarthy's got the potential to play anywhere in the world and whenever he's ready we'll never stop him. But James McCarthy is at a very good club now and we want top players to stay here for as long as we can."
Moses has made an encouraging start to life at Chelsea but has only started four Barclays Premier League games while Palacios has struggled to make an impact, first at Tottenham and now Stoke.
With competition for places at the top clubs more intense than ever, the same fate could well await McCarthy if he were to leave the DW Stadium.
Martinez said: "If you don't play you'll never fulfil your potential.
"James has been through two very intense seasons, being very successful and having a massive role and the way he's developing as a player is something he would never do if he wasn't playing regularly."
- Sports & Recreation
- Barclays Premier League
- Wilson Palacios
- Victor Moses