Keys made the comment during the Premier League game between Everton and Watford at Vicarage Road on Saturday afternoon.
James McCarthy nicked the ball from Miguel Britos to coolly finish in first-half injury time for the Toffees, but the home team found the equaliser through a Jose Holebas headed effort just moments later.
Former Sky Sports presenter Keys was following the match, and he has some advice for Everton boss Martinez.
38 seconds of playing time between Everton's opener and the equaliser. Martinez 'I never set a team up to keep a clean sheet'. He should— Richard Keys (@richardajkeys) April 9, 2016
Martinez is a very good manager and his teams play attacking football, but defensively his sides have proven to be vulnerable.
Everton are very good going forward, but throughout the season they have been found wanting at the back.
Perhaps it is time for Martinez to start showing real concerns for his defence and making his side tighter at the back.
It is too late in the Premier League, as Everton are set to finish in mid-table, but the Merseyside outfit cannot make mistakes at the back if they want to win the FA Cup this season.