Lukaku saw his spot kick saved during Everton’s match against West Ham last Saturday, when his side where 2-0 up and appeared to be on their way to a comfortable victory.
However, West Ham seem to take hope from Lukaku’s penalty miss, and they staged a wonderful comeback.
The Hammers scored three times in the last 11 minutes to steal the three points from Goodison Park.
After the match, Lukuka’s missed penalty was generally regarded as the turning point in the contest, but Martinez insists that the 22-year-old will not be affected by his mistake.
“It’s not a problem,” said Martinez. “His miss was a shock. Nobody expected Rom to miss it, he is such a confident footballer.
“Penalties only get missed by players that want to take them. There’s not an issue at all. He has the support of everyone and has the quality to take those players.
“I have no concerns over his confidence at all. He scored a fantastic goal and created another, he was a real threat throughout the game.
“He is still scoring goals and working really hard for the team. It’s not a worry at all.”
Lukaku has enjoyed his best goalscoring season to date this term, after netting 18 times so far.
The 22-year-old has been in wonderful form, and he has developed a reputation as one of the most feared marksmen in the Premier League.
His mishap last Saturday has proven costly, however, as the manner of the defeat has increased the pressure on the Merseyside club.
Everton have been guilty of throwing away leads on numerous occasions this season, and Roberto Martinez’s failure to sort out his side’s defensive issues has led to section of the club’s supporters to call for him to be sacked.