The Toffees coach is upset with his side's capacity to throw away leads.
Since December, the Toffees have surrendered eight points from games in which they led at one stage of the match, with last week's 3-2 home defeat by West Ham United being the latest example of their capacity to capitulate.
Goals from Romelu Lukaku and Aaron Lennon, either side of Kevin Mirallas's red card, put Martinez's side two goals ahead, before the Belgian striker missed a penalty on 69 minutes to kill off the contest.
The Hammers would then score three times in the final 11 minutes to leave Goodison Park with a dramatic win, and the Spanish manager concedes that the manner of their defeats is beginning to concern and frustrate him.
"We have been winning the game then throwing it away, and that is harder to take than not being good enough in the first place," Martínez said, via Four Four Two.
"It is a painful process to go through but we can learn from it."
Adding the eight points which they carelessly dropped to their current total would propel Everton - now 12th in the Premier League table - up to seventh, four points adrift of the Champions League places.
They welcome Chelsea to Merseyside in an FA Cup quarter-final on Saturday, before then hosting Arsenal for league duty a week later.