It comes after reports in the Sun that the 21-year-old is considering going public over a desire to join Chelsea.
Martinez insists Stones is not for sale and when asked if he knew of a transfer request said: "Not at all, no."
Everton have rejected bids of £20m and £26m while refusing to comment on a third offer. Martinez confirmed Stones will face Manchester City on Sunday.
He added: "[Stones] has been the hot topic of this transfer window. My only concern is preparing for the game."
Chelsea manager Jose Mourinho is believed to want England international Stones as a replacement for captain John Terry, 34, who was substituted during the 3-0 defeat at Manchester City last Sunday.
Everton manager Roberto Martinez says he is not aware of any transfer request made by defender John Stones.