The Reds have been strongly linked with a move for the highly-rated Colombian striker.
“We would not consider anything,” Martinez said. “You can’t replace players at this stage of the season.
“If a player is moving for big money they have to go earlier in the summer.
“We would not be in a position to replace him now. It is not possible.”
Rodallega’s current contract with Wigan is set to expire at the end of the season.