Wigan lost the game 2-1 following goals by David Ngog and Fernando Torres for Liverpool and a stoppage time goal from Charles N’Zogbia for the Latics.
Jason Scotland had an effort hit the crossbar.
Martinez told Sky Sports News: “Well it was, it was because at that time I felt that we were starting to feel comfortable on the pitch and we did really good things until that moment and others not as good.
“But obviously if you score that goal it would have been a completely different situation.
“You could see the anxiety around the ground and I felt we were going to finish the strongest of the sides.
“The way that we scored the goal at the end it proved that so I am disappointed that we couldn’t get anything out of the game but very pleased with many aspects of the performance and the approach of the players and in that respect it will help us to carry on growing.”
Martinez insists he did not fear the worst after Wigan conceded an early goal.
He said: “No because we looked strong and we looked that we were coping quite well.
“The problem is that the first goal is very, very disappointing – for our standards, it’s a soft, soft goal.
“It comes from a second phase in a set piece, its just lapses in concentration and you’re going to get punished if you come anywhere in the Premiership, especially if you come to a place like Anfield.
“So it wasn’t the best of starts but the way we reacted and we found a little bit of composure on the ball and slowly we finished the half strong.
“And in the second half we had our share so it is disappointing that we couldn’t dip in and reflect that in the scoreline.”
