Martinez has come under some pressure for the poor league position as Everton face a huge week in their season.
The Toffees face a big week ahead of them with tomorrow's Merseyside derby against Liverpool at Anfield closely followed by an FA Cup semi-final with Manchester United at Wembley on Saturday.
Martinez has come under a lot of pressure recently as Everton have not won in each of their last six league games, and are in 11th place in the league table with many viewing this season as an underachievement given the firepower the squad possesses - with critics saying they should be in the mix for the European places.
Deulofeu told Sky Sports: "The manager's work is so good. We need to stay altogether and all take responsibility, because the manager does not play on the pitch.
"Yes, it is a difficult position, but now is no time to think about this, we have a nice week with the derby and the chance to reach the FA Cup final. In my opinion I am happy with my coach.
"This week is the most important, because the results have been bad this season, and we stay in a bad position, and we have a chance in the FA Cup.
"It's so important, and we need to go to the semi-final with confidence, and first we need to play at Anfield together, to win and take three points."
Deulofeu is a very talented footballer and highly rated, and is one of many that have such a reputation within the squad but their inability to turn their talent into wins has made the atmosphere a little toxic in some aspects around the club.
This week is certainly a big one for Everton and they are not in ideal form as they have very little momentum going into the derby match at Anfield, but getting their first win there since 1999 would be a tremendous boost ahead of their biggest game of the season.
There have been some suggestions that Martinez will rest some of the bigger players ahead of the appearance at Wembley, so it will be fascinating to see his approach to tomorrow night's game.